-34.5%
ADSK vs BTDR
-13.8%
-20.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.4% |
| 7D | -2.5% | -3.4% | +0.9% | -2.6% |
| 30D | -14.9% | +32.6% | -47.5% | -14.5% |
| 3M | +3.3% | -32.2% | +35.6% | +4.8% |
| 6M | -15.7% | +52.4% | -68.0% | -16.8% |
| YTD | -28.2% | +6.7% | -34.9% | -28.4% |
| 1Y | -34.5% | -15.2% | -19.3% | -34.0% |
| All | -34.5% | -13.8% | -20.8% | -34.0% |
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