+4,619.0%
ADSK vs BBWI
+999.2%
+3,619.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.8% |
| 7D | -14.3% | +1.6% | -15.9% | -14.8% |
| 30D | -14.8% | -6.2% | -8.6% | -13.7% |
| 3M | -5.7% | +4.3% | -10.0% | -7.8% |
| 6M | -18.7% | -7.2% | -11.5% | -19.3% |
| YTD | -28.3% | -3.0% | -25.3% | -30.1% |
| 1Y | -35.1% | -30.8% | -4.3% | -31.8% |
| 3Y | -3.2% | -43.4% | +40.2% | +1.4% |
| 5Y | -26.7% | -66.7% | +40.0% | -14.1% |
| 10Y | +208.4% | -55.7% | +264.1% | +173.6% |
| All | +4,619.0% | +999.2% | +3,619.9% | +990.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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