+977.1%
BE vs ADSK
+56.2%
+921.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.2% | -1.1% |
| 7D | +23.9% | -14.5% | +38.5% | +36.0% |
| 30D | +27.8% | -19.3% | +47.2% | +44.4% |
| 3M | +3.7% | -7.8% | +11.5% | +1.5% |
| 6M | +78.0% | -20.8% | +98.7% | +87.7% |
| YTD | +209.9% | -30.2% | +240.1% | +250.6% |
| 1Y | +389.6% | -36.5% | +426.1% | +497.7% |
| 3Y | +1,730.6% | -5.7% | +1,736.3% | +1,432.1% |
| 5Y | +1,227.8% | -28.2% | +1,256.0% | +1,280.2% |
| All | +977.1% | +56.2% | +921.0% | +616.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling