+72.4%
BA vs ADSK
+213.4%
-141.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.0% |
| 7D | -1.2% | -14.5% | +13.4% | +5.2% |
| 30D | -11.3% | -19.3% | +8.0% | -3.7% |
| 3M | -3.8% | -7.8% | +4.0% | -2.2% |
| 6M | -8.3% | -20.8% | +12.5% | -1.5% |
| YTD | -4.9% | -30.2% | +25.3% | +7.0% |
| 1Y | -10.1% | -36.5% | +26.4% | +5.6% |
| 3Y | -2.3% | -5.7% | +3.4% | -6.9% |
| 5Y | -3.5% | -28.2% | +24.7% | -1.2% |
| All | +72.4% | +213.4% | -141.0% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling