-10.3%
ADSK vs BRO
-5.3%
-5.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.5% | +2.6% | +4.6% |
| 7D | +11.4% | +12.4% | -1.0% | +4.9% |
| 30D | +21.9% | +21.6% | +0.3% | +10.2% |
| 3M | +13.9% | +4.3% | +9.5% | +10.9% |
| 6M | +9.1% | +29.2% | -20.1% | -1.8% |
| YTD | -8.8% | -6.4% | -2.4% | -12.7% |
| All | -10.3% | -5.3% | -5.0% | -14.8% |
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