+493.6%
ADSK vs BLDR
+380.2%
+113.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.2% |
| 7D | -14.5% | -2.7% | -11.8% | -14.1% |
| 30D | -19.3% | -14.7% | -4.6% | -16.8% |
| 3M | -7.8% | -20.8% | +13.0% | -4.2% |
| 6M | -20.8% | -35.3% | +14.6% | -14.8% |
| YTD | -30.2% | -40.3% | +10.1% | -24.2% |
| 1Y | -36.5% | -56.3% | +19.8% | -26.6% |
| 3Y | -5.7% | -56.1% | +50.4% | +5.2% |
| 5Y | -28.2% | +12.9% | -41.1% | -34.8% |
| 10Y | +209.1% | +386.5% | -177.3% | +95.7% |
| All | +493.6% | +380.2% | +113.3% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling