+4,623.3%
ADSK vs BRO
+25,535.4%
-20,912.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | -7.3% | +4.8% | -0.4% |
| 30D | -14.9% | -6.9% | -8.0% | -13.2% |
| 3M | +3.3% | +10.7% | -7.3% | +0.6% |
| 6M | -15.7% | -2.7% | -13.0% | -15.0% |
| YTD | -28.2% | -16.3% | -11.9% | -24.9% |
| 1Y | -34.5% | -29.1% | -5.5% | -28.5% |
| 3Y | -2.9% | -7.8% | +4.9% | -2.0% |
| 5Y | -25.3% | +18.7% | -44.1% | -29.5% |
| 10Y | +217.8% | +291.9% | -74.1% | +130.3% |
| All | +4,623.3% | +25,535.4% | -20,912.2% | +2,634.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling