-8.0%
BA vs ADSK
-31.6%
+23.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.3% | +9.1% | +1.2% |
| 7D | +1.2% | -16.4% | +17.6% | +2.1% |
| 30D | -11.6% | -9.2% | -2.4% | -11.3% |
| 3M | -2.4% | -6.7% | +4.4% | -2.4% |
| 6M | -6.6% | -15.5% | +8.9% | -5.4% |
| YTD | -2.2% | -26.4% | +24.1% | +5.0% |
| 1Y | -8.0% | -31.9% | +23.9% | +2.4% |
| All | -8.0% | -31.6% | +23.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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