-3.3%
ADSK vs BLDR
-58.1%
+54.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.4% | +3.0% |
| 7D | -10.9% | -8.1% | -2.8% | -9.8% |
| 30D | -15.9% | -21.5% | +5.6% | -12.7% |
| 3M | -4.4% | -21.0% | +16.6% | -1.5% |
| 6M | -16.6% | -37.1% | +20.4% | -10.9% |
| YTD | -28.5% | -42.7% | +14.2% | -22.8% |
| 1Y | -34.6% | -58.0% | +23.3% | -24.7% |
| All | -3.3% | -58.1% | +54.8% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling