-10.2%
ADSK vs BBY
+33.0%
-43.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.0% | -0.9% | +5.6% |
| 7D | +11.4% | +4.5% | +6.9% | +10.3% |
| 30D | +21.9% | +16.0% | +5.9% | +18.9% |
| 3M | +13.9% | +18.6% | -4.8% | +10.7% |
| 6M | +9.1% | +80.1% | -71.0% | -2.7% |
| YTD | -8.8% | +57.4% | -66.2% | -17.1% |
| 1Y | -10.2% | +34.5% | -44.7% | -14.7% |
| All | -10.2% | +33.0% | -43.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling