+215.4%
ADSK vs BB
+1.6%
+213.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -14.9% | -12.5% | -2.3% | -12.8% |
| 3M | +3.3% | -17.4% | +20.8% | +5.1% |
| 6M | -15.7% | +119.1% | -134.8% | -30.4% |
| YTD | -28.2% | +102.4% | -130.6% | -39.8% |
| 1Y | -34.5% | +98.2% | -132.7% | -45.3% |
| 3Y | -2.9% | +46.9% | -49.8% | -18.5% |
| 5Y | -25.3% | -26.4% | +1.1% | -31.5% |
| All | +215.4% | +1.6% | +213.8% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling