+55.3%
BE vs ADSK
-10.6%
+65.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.0% | -13.4% | -1.6% |
| 7D | -12.1% | +11.4% | -23.6% | -4.8% |
| 30D | -30.1% | +21.9% | -52.0% | -19.6% |
| 3M | -12.1% | +13.9% | -26.0% | -0.8% |
| 6M | -30.6% | +9.1% | -39.7% | -17.1% |
| YTD | +130.6% | -8.8% | +139.4% | +185.6% |
| 1Y | +55.3% | -10.2% | +65.5% | +103.0% |
| All | +55.3% | -10.6% | +65.9% | +103.0% |
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