+4,619.0%
ADSK vs BP
+1,362.4%
+3,256.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.1% | -3.5% |
| 7D | -14.3% | +0.9% | -15.2% | -14.7% |
| 30D | -14.8% | +9.1% | -23.9% | -17.8% |
| 3M | -5.7% | +3.9% | -9.6% | -7.9% |
| 6M | -18.7% | +13.6% | -32.3% | -23.8% |
| YTD | -28.3% | +34.0% | -62.3% | -37.4% |
| 1Y | -35.1% | +39.2% | -74.2% | -44.4% |
| 3Y | -3.2% | +36.4% | -39.6% | -18.6% |
| 5Y | -26.7% | +135.8% | -162.5% | -52.6% |
| 10Y | +208.4% | +125.0% | +83.4% | +86.8% |
| All | +4,619.0% | +1,362.4% | +3,256.7% | +1,316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling