-5.5%
ADSK vs BIL
+14.1%
-19.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -14.5% | +0.1% | -14.6% | -14.4% |
| 30D | -19.3% | +0.3% | -19.6% | -19.1% |
| 3M | -7.8% | +0.9% | -8.7% | -7.3% |
| 6M | -20.8% | +1.8% | -22.6% | -19.3% |
| YTD | -30.2% | +2.5% | -32.7% | -27.8% |
| 1Y | -36.5% | +3.7% | -40.1% | -30.1% |
| All | -5.5% | +14.1% | -19.6% | +175.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling