+4,074.5%
ADSK vs BWA
+3,371.1%
+703.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.0% |
| 7D | -14.5% | +0.1% | -14.6% | -14.7% |
| 30D | -19.3% | -5.6% | -13.8% | -17.8% |
| 3M | -7.8% | -10.7% | +2.9% | -4.9% |
| 6M | -20.8% | +23.2% | -43.9% | -29.4% |
| YTD | -30.2% | +46.0% | -76.2% | -43.5% |
| 1Y | -36.5% | +51.2% | -87.6% | -49.5% |
| 3Y | -5.7% | +69.6% | -75.3% | -31.0% |
| 5Y | -28.2% | +86.6% | -114.8% | -50.4% |
| 10Y | +209.1% | +152.3% | +56.8% | +73.3% |
| All | +4,074.5% | +3,371.1% | +703.4% | +841.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling