-34.5%
ADSK vs BIYA
-98.7%
+64.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.4% |
| 7D | -2.5% | -1.8% | -0.8% | -2.5% |
| 30D | -14.9% | -17.5% | +2.6% | -14.6% |
| 3M | +3.3% | -78.0% | +81.3% | +3.0% |
| 6M | -15.7% | -89.5% | +73.8% | -15.9% |
| YTD | -28.2% | -94.3% | +66.0% | -28.2% |
| 1Y | -34.5% | -98.6% | +64.0% | -29.2% |
| All | -34.5% | -98.7% | +64.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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