+215.4%
ADSK vs BG
+166.7%
+48.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -2.5% | +3.1% | -5.6% | -3.3% |
| 30D | -14.9% | +10.2% | -25.1% | -17.0% |
| 3M | +3.3% | -1.7% | +5.0% | +3.1% |
| 6M | -15.7% | +1.0% | -16.6% | -16.5% |
| YTD | -28.2% | +39.9% | -68.2% | -35.2% |
| 1Y | -34.5% | +53.2% | -87.8% | -42.6% |
| 3Y | -2.9% | +16.3% | -19.2% | -9.5% |
| 5Y | -25.3% | +83.9% | -109.2% | -42.6% |
| All | +215.4% | +166.7% | +48.7% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling