+74.3%
DOCN vs ADSK
-13.1%
+87.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +3.7% | -3.7% | +7.5% | +3.5% |
| 30D | -33.7% | +11.3% | -45.0% | -33.6% |
| 3M | -27.9% | +3.3% | -31.2% | -26.5% |
| 6M | -46.4% | +10.1% | -56.6% | -44.0% |
| YTD | +81.1% | -12.2% | +93.3% | +122.6% |
| 1Y | +74.3% | -13.9% | +88.2% | +116.6% |
| All | +74.3% | -13.1% | +87.4% | +116.6% |
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