+39.8%
BKNG vs ADSK
-3.6%
+43.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.6% |
| 7D | -10.7% | -10.9% | +0.2% | -6.1% |
| 30D | -18.1% | -15.9% | -2.2% | -12.1% |
| 3M | +8.5% | -4.4% | +12.9% | +9.3% |
| 6M | -0.1% | -16.6% | +16.6% | +6.6% |
| YTD | -18.2% | -28.5% | +10.3% | -7.0% |
| 1Y | -19.9% | -34.6% | +14.8% | -5.2% |
| All | +39.8% | -3.6% | +43.4% | +35.7% |
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