-2.9%
ADSK vs BB
+64.9%
-67.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.2% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -14.9% | -12.5% | -2.3% | -13.7% |
| 3M | +3.3% | -17.4% | +20.8% | +4.2% |
| 6M | -15.7% | +119.1% | -134.8% | -27.3% |
| YTD | -28.2% | +102.4% | -130.6% | -37.4% |
| 1Y | -34.5% | +98.2% | -132.7% | -43.0% |
| 3Y | -2.9% | +46.9% | -49.8% | -22.8% |
| All | -2.9% | +64.9% | -67.8% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling