-24.5%
ADSK vs BWA
+87.2%
-111.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -14.9% | -2.9% | -11.9% | -14.4% |
| 3M | +3.3% | -10.7% | +14.0% | +6.0% |
| 6M | -15.7% | +26.5% | -42.1% | -23.6% |
| YTD | -28.2% | +49.1% | -77.3% | -40.8% |
| 1Y | -34.5% | +52.1% | -86.6% | -46.7% |
| 3Y | -2.9% | +72.6% | -75.5% | -27.5% |
| All | -24.5% | +87.2% | -111.7% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling