-31.9%
ADSK vs BBY
+27.1%
-59.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.2% | -11.4% | -8.6% |
| 7D | -16.4% | +9.5% | -25.9% | -17.5% |
| 30D | -9.2% | +6.8% | -16.0% | -10.2% |
| 3M | -6.7% | +28.9% | -35.6% | -10.3% |
| 6M | -15.5% | +37.8% | -53.3% | -20.4% |
| YTD | -26.4% | +38.7% | -65.1% | -31.3% |
| 1Y | -31.9% | +23.7% | -55.6% | -35.2% |
| All | -31.9% | +27.1% | -59.0% | -35.2% |
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