-16.2%
BA vs ADSK
+26.4%
-42.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | -1.1% | +1.0% | -2.1% | -1.3% |
| 30D | -7.1% | +14.4% | -21.5% | -9.9% |
| 3M | -25.5% | +2.5% | -28.0% | -26.2% |
| 6M | -28.7% | +14.5% | -43.2% | -31.7% |
| YTD | -21.0% | -10.7% | -10.3% | -18.2% |
| 1Y | -11.9% | -11.0% | -0.8% | -8.6% |
| 3Y | -16.2% | +25.9% | -42.0% | -23.8% |
| All | -16.2% | +26.4% | -42.5% | -23.8% |
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