-34.5%
ADSK vs BAX
-0.4%
-34.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.6% |
| 7D | -2.5% | -7.9% | +5.3% | -1.2% |
| 30D | -14.9% | -11.7% | -3.2% | -13.2% |
| 3M | +3.3% | +16.2% | -12.9% | +0.9% |
| 6M | -15.7% | +32.0% | -47.6% | -19.0% |
| YTD | -28.2% | +24.7% | -53.0% | -30.5% |
| 1Y | -34.5% | -2.6% | -31.9% | -37.0% |
| All | -34.5% | -0.4% | -34.2% | -37.0% |
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