-16.4%
ADSK vs BTSG
+382.3%
-398.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.6% | +9.0% | +3.3% |
| 7D | -10.9% | -5.8% | -5.1% | -10.2% |
| 30D | -15.9% | 0.0% | -15.9% | -16.0% |
| 3M | -4.4% | -4.5% | +0.1% | -4.9% |
| 6M | -16.6% | +40.0% | -56.6% | -23.6% |
| YTD | -28.5% | +54.6% | -83.1% | -35.8% |
| 1Y | -34.6% | +106.1% | -140.8% | -44.6% |
| All | -16.4% | +382.3% | -398.7% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling