-10.0%
BA vs ADSK
-35.0%
+25.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | -2.7% | -10.9% | +8.2% | -2.2% |
| 30D | -12.2% | -15.9% | +3.7% | -11.5% |
| 3M | -2.0% | -4.4% | +2.4% | -2.5% |
| 6M | -6.0% | -16.6% | +10.7% | -4.9% |
| YTD | -5.7% | -28.5% | +22.8% | +1.7% |
| 1Y | -10.0% | -34.6% | +24.7% | +1.9% |
| All | -10.0% | -35.0% | +25.0% | +1.9% |
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