+136.4%
BAC vs ADSK
-5.9%
+142.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +1.0% |
| 7D | +0.6% | -14.5% | +15.1% | +4.2% |
| 30D | -1.4% | -19.3% | +17.9% | +3.2% |
| 3M | +15.7% | -7.8% | +23.5% | +16.6% |
| 6M | +32.2% | -20.8% | +52.9% | +38.6% |
| YTD | +15.8% | -30.2% | +46.0% | +26.5% |
| 1Y | +27.3% | -36.5% | +63.7% | +44.0% |
| All | +136.4% | -5.9% | +142.3% | +122.2% |
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 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