-16.1%
ADSK vs BTSG
+389.4%
-405.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -2.5% | -3.3% | +0.8% | -2.1% |
| 30D | -14.9% | -1.6% | -13.3% | -14.8% |
| 3M | +3.3% | -6.9% | +10.2% | +3.3% |
| 6M | -15.7% | +42.1% | -57.8% | -22.8% |
| YTD | -28.2% | +56.8% | -85.1% | -35.6% |
| 1Y | -34.5% | +109.8% | -144.4% | -44.6% |
| All | -16.1% | +389.4% | -405.5% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling