-10.6%
BITO vs ADSK
-28.7%
+18.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -3.4% | -2.5% | -0.9% | -2.4% |
| 30D | +21.4% | -14.9% | +36.3% | +30.0% |
| 3M | +20.5% | +3.3% | +17.2% | +16.7% |
| 6M | +7.4% | -15.7% | +23.0% | +13.3% |
| YTD | -13.9% | -28.2% | +14.4% | -1.8% |
| 1Y | -35.1% | -34.5% | -0.5% | -22.4% |
| 3Y | +156.8% | -2.9% | +159.7% | +140.6% |
| All | -10.6% | -28.7% | +18.1% | -12.8% |
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