+309.8%
BE vs ADSK
-34.7%
+344.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.9% |
| 7D | +9.0% | -2.5% | +11.6% | +7.4% |
| 30D | +16.3% | -14.9% | +31.1% | +6.3% |
| 3M | +10.8% | +3.3% | +7.5% | +16.6% |
| 6M | +73.2% | -15.7% | +88.9% | +72.7% |
| YTD | +217.4% | -28.2% | +245.6% | +213.2% |
| 1Y | +309.8% | -34.5% | +344.3% | +274.3% |
| All | +309.8% | -34.7% | +344.5% | +274.3% |
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