-31.9%
ADSK vs BWA
+59.1%
-91.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.8% | -11.0% | -7.7% |
| 7D | -16.4% | +5.7% | -22.1% | -15.5% |
| 30D | -9.2% | +1.4% | -10.6% | -8.9% |
| 3M | -6.7% | -12.1% | +5.4% | -7.7% |
| 6M | -15.5% | +28.6% | -44.1% | -12.7% |
| YTD | -26.4% | +51.1% | -77.5% | -27.8% |
| 1Y | -31.9% | +55.9% | -87.8% | -33.7% |
| All | -31.9% | +59.1% | -91.0% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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