-10.2%
ADSK vs BB
+88.0%
-98.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.0% | +0.1% | +6.8% |
| 7D | +11.4% | -6.8% | +18.2% | +11.6% |
| 30D | +21.9% | -3.5% | +25.4% | +21.6% |
| 3M | +13.9% | -1.2% | +15.1% | +13.1% |
| 6M | +9.1% | +57.0% | -47.9% | +0.6% |
| YTD | -8.8% | +131.1% | -139.9% | -21.9% |
| 1Y | -10.2% | +87.6% | -97.8% | -21.3% |
| All | -10.2% | +88.0% | -98.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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