+23.4%
BA vs ADSK
+248.9%
-225.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.6% | -3.6% | +3.0% | +0.9% |
| 30D | -8.0% | +12.6% | -20.6% | -12.6% |
| 3M | -25.8% | +4.0% | -29.8% | -27.8% |
| 6M | -27.6% | +10.5% | -38.1% | -32.3% |
| YTD | -21.0% | -12.3% | -8.6% | -19.5% |
| 1Y | -12.3% | -14.0% | +1.8% | -9.8% |
| 3Y | -12.8% | +23.2% | -36.0% | -26.0% |
| 5Y | -22.4% | -21.2% | -1.2% | -22.8% |
| All | +23.4% | +248.9% | -225.5% | -24.2% |
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