-10.2%
ADSK vs BTDR
-69.9%
+59.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -5.6% | +12.7% | +6.8% |
| 7D | +11.4% | -17.6% | +29.0% | +10.9% |
| 30D | +21.9% | -40.3% | +62.2% | +20.5% |
| 3M | +13.9% | -42.6% | +56.5% | +12.7% |
| 6M | +9.1% | -46.3% | +55.4% | +7.9% |
| YTD | -8.8% | -41.7% | +33.0% | -9.8% |
| 1Y | -10.2% | -69.4% | +59.2% | -10.3% |
| All | -10.2% | -69.9% | +59.7% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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