+3,042.0%
ADSK vs BNS
+1,486.6%
+1,555.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | -14.9% | +3.5% | -18.3% | -17.0% |
| 3M | +3.3% | +14.1% | -10.7% | -5.8% |
| 6M | -15.7% | +33.8% | -49.4% | -31.1% |
| YTD | -28.2% | +29.5% | -57.7% | -40.4% |
| 1Y | -34.5% | +48.4% | -83.0% | -50.3% |
| 3Y | -2.9% | +129.6% | -132.5% | -45.3% |
| 5Y | -25.3% | +96.1% | -121.4% | -53.4% |
| 10Y | +217.8% | +186.2% | +31.6% | +51.4% |
| All | +3,042.0% | +1,486.6% | +1,555.3% | +526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling