-24.5%
ADSK vs BBY
+1.5%
-26.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.7% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -14.9% | +9.4% | -24.3% | -17.9% |
| 3M | +3.3% | +19.3% | -16.0% | -3.6% |
| 6M | -15.7% | +47.9% | -63.6% | -28.2% |
| YTD | -28.2% | +39.6% | -67.8% | -37.9% |
| 1Y | -34.5% | +22.2% | -56.7% | -40.7% |
| 3Y | -2.9% | +45.0% | -47.9% | -24.1% |
| All | -24.5% | +1.5% | -26.0% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling