+215.4%
ADSK vs BWA
+156.8%
+58.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | -14.9% | -2.9% | -11.9% | -14.3% |
| 3M | +3.3% | -10.7% | +14.0% | +6.5% |
| 6M | -15.7% | +26.5% | -42.1% | -24.8% |
| YTD | -28.2% | +49.1% | -77.3% | -41.8% |
| 1Y | -34.5% | +52.1% | -86.6% | -47.5% |
| 3Y | -2.9% | +72.6% | -75.5% | -28.8% |
| 5Y | -25.3% | +89.4% | -114.7% | -48.8% |
| All | +215.4% | +156.8% | +58.6% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling