+485.2%
ADSK vs BAH
+876.9%
-391.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -14.3% | -4.3% | -10.0% | -13.0% |
| 30D | -14.8% | -4.5% | -10.3% | -13.4% |
| 3M | -5.7% | -7.6% | +1.9% | -3.5% |
| 6M | -18.7% | -10.6% | -8.1% | -16.0% |
| YTD | -28.3% | -12.6% | -15.7% | -25.9% |
| 1Y | -35.1% | -27.0% | -8.1% | -29.2% |
| 3Y | -3.2% | -31.5% | +28.3% | +2.6% |
| 5Y | -26.7% | -3.8% | -22.9% | -33.3% |
| 10Y | +208.4% | +183.9% | +24.5% | +85.1% |
| All | +485.2% | +876.9% | -391.6% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling