-0.3%
BA vs ADSK
-3.8%
+3.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.1% |
| 7D | +2.5% | -14.3% | +16.8% | +5.9% |
| 30D | -10.1% | -14.8% | +4.7% | -7.1% |
| 3M | -2.4% | -5.7% | +3.3% | -2.1% |
| 6M | -8.8% | -18.7% | +9.9% | -5.0% |
| YTD | -2.9% | -28.3% | +25.4% | +5.5% |
| 1Y | -8.8% | -35.1% | +26.3% | +2.9% |
| 3Y | -0.3% | -3.2% | +2.9% | -6.4% |
| All | -0.3% | -3.8% | +3.5% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling