-32.4%
ADSK vs BTDR
+15.3%
-47.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.9% | +2.7% |
| 7D | -10.9% | -3.2% | -7.7% | -10.8% |
| 30D | -15.9% | +32.7% | -48.6% | -17.0% |
| 3M | -4.4% | -28.4% | +24.0% | -3.6% |
| 6M | -16.6% | +51.7% | -68.4% | -19.7% |
| YTD | -28.5% | +2.9% | -31.4% | -30.0% |
| 1Y | -34.6% | -15.5% | -19.2% | -36.1% |
| 3Y | -3.5% | 0.0% | -3.5% | -13.1% |
| 5Y | -25.6% | +16.5% | -42.1% | -31.9% |
| All | -32.4% | +15.3% | -47.7% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling