+426.7%
ADSK vs BND
+75.0%
+351.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.5% | -1.0% | -1.5% | -2.4% |
| 30D | -14.9% | -1.1% | -13.8% | -14.8% |
| 3M | +3.3% | -1.9% | +5.2% | +3.5% |
| 6M | -15.7% | -1.6% | -14.0% | -15.5% |
| YTD | -28.2% | -1.2% | -27.0% | -28.2% |
| 1Y | -34.5% | -0.7% | -33.8% | -34.5% |
| 3Y | -2.9% | +12.5% | -15.4% | -3.5% |
| 5Y | -25.3% | -2.5% | -22.8% | -30.1% |
| 10Y | +217.8% | +14.9% | +202.9% | +242.0% |
| All | +426.7% | +75.0% | +351.7% | +686.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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