-31.9%
ADSK vs BTG
+38.4%
-70.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.4% | -6.9% | -8.2% |
| 7D | -16.4% | -0.9% | -15.5% | -16.4% |
| 30D | -9.2% | +36.8% | -46.0% | -9.7% |
| 3M | -6.7% | +23.1% | -29.8% | -6.8% |
| 6M | -15.5% | +3.5% | -19.0% | -15.0% |
| YTD | -26.4% | +25.5% | -51.9% | -26.8% |
| 1Y | -31.9% | +40.1% | -72.0% | -35.7% |
| All | -31.9% | +38.4% | -70.3% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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