-20.6%
ADSK vs BIYA
-99.8%
+79.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -14.3% | +2.7% | -17.1% | -14.4% |
| 30D | -14.8% | -18.7% | +3.9% | -14.5% |
| 3M | -5.7% | -72.0% | +66.3% | -5.8% |
| 6M | -18.7% | -86.4% | +67.7% | -18.8% |
| YTD | -28.3% | -94.2% | +65.9% | -28.0% |
| 1Y | -35.1% | -98.4% | +63.4% | -33.8% |
| All | -20.6% | -99.8% | +79.2% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling