+71.1%
BA vs ADSK
+221.0%
-149.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.8% |
| 7D | -2.7% | -10.9% | +8.2% | +1.8% |
| 30D | -12.2% | -15.9% | +3.7% | -6.3% |
| 3M | -2.0% | -4.4% | +2.4% | -2.0% |
| 6M | -6.0% | -16.6% | +10.7% | -1.3% |
| YTD | -5.7% | -28.5% | +22.8% | +5.1% |
| 1Y | -10.0% | -34.6% | +24.7% | +4.4% |
| 3Y | -3.1% | -3.5% | +0.4% | -8.6% |
| 5Y | -2.6% | -25.6% | +23.0% | -1.8% |
| All | +71.1% | +221.0% | -149.9% | +7.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling