+4,619.0%
ADSK vs BN
+14,855.3%
-10,236.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.5% |
| 7D | -14.3% | -1.2% | -13.1% | -13.9% |
| 30D | -14.8% | -10.9% | -3.9% | -10.3% |
| 3M | -5.7% | -11.1% | +5.4% | -0.8% |
| 6M | -18.7% | -4.4% | -14.3% | -17.6% |
| YTD | -28.3% | -14.1% | -14.2% | -24.1% |
| 1Y | -35.1% | -11.1% | -24.0% | -32.5% |
| 3Y | -3.2% | +75.6% | -78.7% | -27.1% |
| 5Y | -26.7% | +35.8% | -62.5% | -38.1% |
| 10Y | +208.4% | +261.6% | -53.2% | +72.2% |
| All | +4,619.0% | +14,855.3% | -10,236.2% | +1,348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling