-27.9%
ADSK vs BROS
+38.3%
-66.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.3% |
| 7D | -14.5% | -6.6% | -7.9% | -13.5% |
| 30D | -19.3% | -12.3% | -7.0% | -17.5% |
| 3M | -7.8% | -22.2% | +14.4% | -4.6% |
| 6M | -20.8% | -14.3% | -6.5% | -20.0% |
| YTD | -30.2% | -26.6% | -3.6% | -27.6% |
| 1Y | -36.5% | -31.5% | -5.0% | -33.6% |
| 3Y | -5.7% | +62.3% | -68.0% | -22.0% |
| All | -27.9% | +38.3% | -66.2% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling