+4,623.3%
ADSK vs BTI
+6,041.1%
-1,417.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -14.9% | -1.1% | -13.8% | -14.6% |
| 3M | +3.3% | -8.8% | +12.1% | +5.5% |
| 6M | -15.7% | -4.0% | -11.7% | -15.2% |
| YTD | -28.2% | +0.4% | -28.6% | -28.8% |
| 1Y | -34.5% | +1.9% | -36.5% | -35.4% |
| 3Y | -2.9% | +108.5% | -111.4% | -20.0% |
| 5Y | -25.3% | +118.5% | -143.9% | -39.6% |
| 10Y | +217.8% | +75.1% | +142.6% | +164.2% |
| All | +4,623.3% | +6,041.1% | -1,417.9% | +2,123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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