+392.9%
BAC vs ADSK
+222.2%
+170.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | 0.0% | -2.5% | +2.5% | +0.8% |
| 30D | -2.8% | -14.9% | +12.1% | +1.8% |
| 3M | +14.2% | +3.3% | +10.9% | +11.5% |
| 6M | +30.5% | -15.7% | +46.2% | +35.2% |
| YTD | +15.8% | -28.2% | +44.1% | +26.0% |
| 1Y | +26.2% | -34.5% | +60.7% | +41.5% |
| 3Y | +136.5% | -2.9% | +139.4% | +127.7% |
| 5Y | +75.9% | -25.3% | +101.3% | +76.8% |
| All | +392.9% | +222.2% | +170.7% | +198.8% |
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 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