-31.9%
ADSK vs BRO
-24.4%
-7.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.7% | -7.6% |
| 7D | -16.4% | -2.6% | -13.8% | -15.4% |
| 30D | -9.2% | +0.9% | -10.1% | -9.6% |
| 3M | -6.7% | +24.8% | -31.5% | -13.1% |
| 6M | -15.5% | -0.1% | -15.4% | -18.4% |
| YTD | -26.4% | -9.7% | -16.7% | -27.8% |
| 1Y | -31.9% | -24.5% | -7.4% | -32.5% |
| All | -31.9% | -24.4% | -7.5% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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