-3.3%
ADSK vs BAH
-28.1%
+24.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.4% | +1.3% |
| 7D | -10.9% | +2.4% | -13.3% | -11.4% |
| 30D | -15.9% | -2.9% | -12.9% | -15.3% |
| 3M | -4.4% | -1.3% | -3.0% | -4.5% |
| 6M | -16.6% | -0.9% | -15.7% | -16.8% |
| YTD | -28.5% | -8.2% | -20.3% | -27.9% |
| 1Y | -34.6% | -24.0% | -10.7% | -32.5% |
| All | -3.3% | -28.1% | +24.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling