-24.5%
ADSK vs BR
+8.0%
-32.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -2.5% | -3.0% | +0.4% | -0.2% |
| 30D | -14.9% | -0.3% | -14.6% | -14.5% |
| 3M | +3.3% | +17.3% | -14.0% | -8.6% |
| 6M | -15.7% | -6.7% | -9.0% | -11.3% |
| YTD | -28.2% | -23.4% | -4.8% | -12.6% |
| 1Y | -34.5% | -32.7% | -1.9% | -11.9% |
| 3Y | -2.9% | -5.9% | +3.0% | -4.0% |
| All | -24.5% | +8.0% | -32.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling