-7.3%
DIS vs ADSK
-35.0%
+27.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.1% |
| 7D | -1.3% | -10.9% | +9.7% | +0.7% |
| 30D | +2.2% | -15.9% | +18.1% | +5.1% |
| 3M | +8.1% | -4.4% | +12.5% | +8.0% |
| 6M | +5.2% | -16.6% | +21.9% | +7.4% |
| YTD | -6.3% | -28.5% | +22.2% | -2.1% |
| 1Y | -7.3% | -34.6% | +27.4% | -2.2% |
| All | -7.3% | -35.0% | +27.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling