-41.6%
DIS vs ADSK
-28.4%
-13.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.1% |
| 7D | -3.5% | -14.5% | +11.0% | +1.7% |
| 30D | +1.0% | -19.3% | +20.3% | +8.3% |
| 3M | +5.7% | -7.8% | +13.5% | +7.5% |
| 6M | +3.3% | -20.8% | +24.0% | +10.3% |
| YTD | -7.7% | -30.2% | +22.5% | +2.8% |
| 1Y | -10.0% | -36.5% | +26.5% | +4.0% |
| 3Y | +31.7% | -5.7% | +37.4% | +26.5% |
| All | -41.6% | -28.4% | -13.2% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling