+215.4%
ADSK vs BN
+265.2%
-49.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | -2.5% | -5.2% | +2.7% | +0.7% |
| 30D | -14.9% | -14.5% | -0.4% | -6.5% |
| 3M | +3.3% | -15.0% | +18.3% | +13.7% |
| 6M | -15.7% | -5.4% | -10.3% | -13.8% |
| YTD | -28.2% | -16.4% | -11.8% | -21.3% |
| 1Y | -34.5% | -16.2% | -18.3% | -28.7% |
| 3Y | -2.9% | +67.5% | -70.4% | -34.8% |
| 5Y | -25.3% | +34.1% | -59.5% | -42.6% |
| All | +215.4% | +265.2% | -49.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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