-24.5%
ADSK vs BB
-26.5%
+2.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | 0.0% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -14.9% | -12.5% | -2.3% | -12.4% |
| 3M | +3.3% | -17.4% | +20.8% | +5.3% |
| 6M | -15.7% | +119.1% | -134.8% | -34.5% |
| YTD | -28.2% | +102.4% | -130.6% | -43.0% |
| 1Y | -34.5% | +98.2% | -132.7% | -48.3% |
| 3Y | -2.9% | +46.9% | -49.8% | -21.2% |
| All | -24.5% | -26.5% | +2.0% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling