+215.4%
ADSK vs BP
+137.7%
+77.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.5% | +5.2% | -7.8% | -3.9% |
| 30D | -14.9% | +8.7% | -23.6% | -16.9% |
| 3M | +3.3% | +9.3% | -6.0% | +0.3% |
| 6M | -15.7% | +13.6% | -29.2% | -19.3% |
| YTD | -28.2% | +37.7% | -65.9% | -35.4% |
| 1Y | -34.5% | +40.6% | -75.2% | -41.6% |
| 3Y | -2.9% | +40.3% | -43.2% | -14.8% |
| 5Y | -25.3% | +141.4% | -166.7% | -46.5% |
| All | +215.4% | +137.7% | +77.6% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling