+1,958.5%
ADSK vs BB
+261.2%
+1,697.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | -14.5% | +1.8% | -16.4% | -14.8% |
| 30D | -19.3% | -12.2% | -7.1% | -17.4% |
| 3M | -7.8% | -12.3% | +4.5% | -7.2% |
| 6M | -20.8% | +122.7% | -143.5% | -34.0% |
| YTD | -30.2% | +104.5% | -134.7% | -40.9% |
| 1Y | -36.5% | +106.7% | -143.1% | -46.6% |
| 3Y | -5.7% | +70.0% | -75.7% | -22.4% |
| 5Y | -28.2% | -27.8% | -0.4% | -32.5% |
| 10Y | +209.1% | +2.4% | +206.7% | +127.3% |
| All | +1,958.5% | +261.2% | +1,697.3% | +824.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling