-2.9%
ADSK vs BROS
+59.1%
-62.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -2.5% | -5.8% | +3.2% | -1.8% |
| 30D | -14.9% | -14.0% | -0.9% | -13.2% |
| 3M | +3.3% | -32.5% | +35.8% | +8.2% |
| 6M | -15.7% | -14.9% | -0.8% | -15.1% |
| YTD | -28.2% | -28.3% | 0.0% | -26.2% |
| 1Y | -34.5% | -34.0% | -0.6% | -32.2% |
| 3Y | -2.9% | +63.0% | -65.9% | -16.2% |
| All | -2.9% | +59.1% | -62.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling