-20.2%
BKNG vs ADSK
-34.9%
+14.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.6% |
| 7D | -10.7% | -10.9% | +0.2% | -6.0% |
| 30D | -18.1% | -15.9% | -2.2% | -12.0% |
| 3M | +8.5% | -4.4% | +12.9% | +8.5% |
| 6M | -0.1% | -16.6% | +16.6% | +6.5% |
| YTD | -18.2% | -28.5% | +10.3% | -6.2% |
| All | -20.2% | -34.9% | +14.7% | -3.5% |
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