+215.4%
ADSK vs BNY
+416.3%
-200.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.5% | -1.3% | -1.2% | -1.8% |
| 30D | -14.9% | -0.2% | -14.7% | -14.9% |
| 3M | +3.3% | +14.9% | -11.6% | -4.8% |
| 6M | -15.7% | +40.0% | -55.6% | -30.4% |
| YTD | -28.2% | +42.0% | -70.2% | -41.4% |
| 1Y | -34.5% | +56.9% | -91.4% | -49.4% |
| 3Y | -2.9% | +289.9% | -292.8% | -54.9% |
| 5Y | -25.3% | +259.2% | -284.5% | -64.4% |
| All | +215.4% | +416.3% | -200.9% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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