+214.2%
ADSK vs BIL
+25.2%
+189.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -10.9% | +0.1% | -11.0% | -10.9% |
| 30D | -15.9% | +0.3% | -16.2% | -15.8% |
| 3M | -4.4% | +0.9% | -5.3% | -4.0% |
| 6M | -16.6% | +1.8% | -18.4% | -16.0% |
| YTD | -28.5% | +2.5% | -31.0% | -27.7% |
| 1Y | -34.6% | +3.7% | -38.3% | -33.4% |
| 3Y | -3.5% | +14.1% | -17.5% | +0.7% |
| 5Y | -25.6% | +19.4% | -45.0% | -27.8% |
| All | +214.2% | +25.2% | +189.0% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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