-2.9%
ADSK vs BWA
+70.7%
-73.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.4% |
| 30D | -14.9% | -2.9% | -11.9% | -14.7% |
| 3M | +3.3% | -10.7% | +14.0% | +4.4% |
| 6M | -15.7% | +26.5% | -42.1% | -19.3% |
| YTD | -28.2% | +49.1% | -77.3% | -35.4% |
| 1Y | -34.5% | +52.1% | -86.6% | -41.5% |
| 3Y | -2.9% | +72.6% | -75.5% | -20.2% |
| All | -2.9% | +70.7% | -73.6% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling