-10.2%
ADSK vs BTSG
+111.7%
-121.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | +11.4% | +17.4% | -6.0% | +9.9% |
| 30D | +21.9% | +12.6% | +9.3% | +20.6% |
| 3M | +13.9% | +11.2% | +2.7% | +12.5% |
| 6M | +9.1% | +30.4% | -21.3% | +3.0% |
| YTD | -8.8% | +86.4% | -95.1% | -22.0% |
| 1Y | -10.2% | +117.9% | -128.1% | -26.1% |
| All | -10.2% | +111.7% | -121.9% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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