+39.2%
BKR vs ADSK
-31.6%
+70.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.0% | -0.7% |
| 7D | +1.7% | -16.4% | +18.2% | +0.8% |
| 30D | +3.3% | -9.2% | +12.6% | +2.9% |
| 3M | -3.6% | -6.7% | +3.1% | -3.6% |
| 6M | +5.0% | -15.5% | +20.5% | +5.0% |
| YTD | +40.9% | -26.4% | +67.3% | +42.3% |
| 1Y | +39.2% | -31.9% | +71.1% | +43.8% |
| All | +39.2% | -31.6% | +70.8% | +43.8% |
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 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