+115.0%
DRAM vs ADSK
-9.1%
+124.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -8.3% | +14.9% | +0.8% |
| 7D | +6.9% | -16.4% | +23.3% | -5.4% |
| 30D | +11.1% | -9.2% | +20.3% | +5.7% |
| 3M | -9.1% | -6.7% | -2.4% | -1.5% |
| All | +115.0% | -9.1% | +124.1% | +128.6% |
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 · Available span rolling