-34.5%
ADSK vs BP
+40.7%
-75.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.5% | +5.2% | -7.8% | -2.0% |
| 30D | -14.9% | +8.7% | -23.6% | -14.1% |
| 3M | +3.3% | +9.3% | -6.0% | +4.1% |
| 6M | -15.7% | +13.6% | -29.2% | -14.4% |
| YTD | -28.2% | +37.7% | -65.9% | -24.8% |
| 1Y | -34.5% | +40.6% | -75.2% | -31.6% |
| All | -34.5% | +40.7% | -75.3% | -31.6% |
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 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