-10.2%
ADSK vs BP
+35.3%
-45.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.2% | +11.2% | +6.4% |
| 7D | +11.4% | -8.4% | +19.8% | +10.1% |
| 30D | +21.9% | +2.2% | +19.7% | +22.1% |
| 3M | +13.9% | +8.8% | +5.1% | +15.0% |
| 6M | +9.1% | -0.5% | +9.6% | +9.0% |
| YTD | -8.8% | +36.2% | -45.0% | -2.7% |
| 1Y | -10.2% | +36.6% | -46.8% | -4.9% |
| All | -10.2% | +35.3% | -45.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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