-34.5%
ADSK vs BLDR
-57.4%
+22.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.3% |
| 7D | -2.5% | -8.2% | +5.7% | -2.3% |
| 30D | -14.9% | -16.6% | +1.8% | -14.4% |
| 3M | +3.3% | -23.2% | +26.5% | +3.9% |
| 6M | -15.7% | -33.7% | +18.1% | -14.4% |
| YTD | -28.2% | -41.3% | +13.1% | -26.9% |
| 1Y | -34.5% | -58.8% | +24.3% | -32.3% |
| All | -34.5% | -57.4% | +22.9% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling