+215.4%
ADSK vs BAX
-38.1%
+253.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.9% |
| 7D | -2.5% | -7.9% | +5.3% | +0.3% |
| 30D | -14.9% | -11.7% | -3.2% | -11.2% |
| 3M | +3.3% | +16.2% | -12.9% | -2.5% |
| 6M | -15.7% | +32.0% | -47.6% | -24.4% |
| YTD | -28.2% | +24.7% | -53.0% | -35.3% |
| 1Y | -34.5% | -2.6% | -31.9% | -35.8% |
| 3Y | -2.9% | -35.0% | +32.1% | +6.8% |
| 5Y | -25.3% | -67.6% | +42.2% | +16.9% |
| All | +215.4% | -38.1% | +253.5% | +213.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling