+156.8%
BITO vs ADSK
-3.2%
+160.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | -2.5% | -0.9% | -2.7% |
| 30D | +21.4% | -14.9% | +36.3% | +27.7% |
| 3M | +20.5% | +3.3% | +17.2% | +17.7% |
| 6M | +7.4% | -15.7% | +23.0% | +12.6% |
| YTD | -13.9% | -28.2% | +14.4% | -3.5% |
| 1Y | -35.1% | -34.5% | -0.5% | -24.1% |
| 3Y | +156.8% | -2.9% | +159.7% | +153.2% |
| All | +156.8% | -3.2% | +160.1% | +153.2% |
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