-31.9%
ADSK vs BNS
+50.5%
-82.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.1% | -8.4% |
| 7D | -16.4% | +1.5% | -18.0% | -16.1% |
| 30D | -9.2% | +6.0% | -15.2% | -8.3% |
| 3M | -6.7% | +16.3% | -23.1% | -5.3% |
| 6M | -15.5% | +27.3% | -42.8% | -15.1% |
| YTD | -26.4% | +28.5% | -54.9% | -26.4% |
| 1Y | -31.9% | +49.0% | -80.9% | -38.7% |
| All | -31.9% | +50.5% | -82.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling