-31.9%
ADSK vs BAX
+9.9%
-41.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.0% | -9.3% | -8.4% |
| 7D | -16.4% | -1.1% | -15.3% | -16.2% |
| 30D | -9.2% | -5.5% | -3.8% | -8.4% |
| 3M | -6.7% | +33.5% | -40.3% | -10.7% |
| 6M | -15.5% | +35.9% | -51.4% | -19.6% |
| YTD | -26.4% | +35.4% | -61.7% | -29.8% |
| 1Y | -31.9% | +9.8% | -41.6% | -35.0% |
| All | -31.9% | +9.9% | -41.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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