+215.4%
ADSK vs BLDR
+383.3%
-168.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | -2.5% | -8.2% | +5.7% | -0.2% |
| 30D | -14.9% | -16.6% | +1.8% | -10.7% |
| 3M | +3.3% | -23.2% | +26.5% | +9.7% |
| 6M | -15.7% | -33.7% | +18.1% | -7.7% |
| YTD | -28.2% | -41.3% | +13.1% | -19.5% |
| 1Y | -34.5% | -58.8% | +24.3% | -18.8% |
| 3Y | -2.9% | -57.5% | +54.6% | +12.6% |
| 5Y | -25.3% | +12.9% | -38.2% | -37.9% |
| All | +215.4% | +383.3% | -168.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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