-3.3%
ADSK vs BP
+38.8%
-42.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.4% |
| 7D | -10.9% | +5.7% | -16.6% | -11.2% |
| 30D | -15.9% | +8.1% | -24.0% | -16.4% |
| 3M | -4.4% | +8.6% | -13.0% | -5.1% |
| 6M | -16.6% | +18.1% | -34.8% | -18.2% |
| YTD | -28.5% | +37.6% | -66.1% | -31.3% |
| 1Y | -34.6% | +39.4% | -74.0% | -37.5% |
| All | -3.3% | +38.8% | -42.1% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling