-0.7%
BKR vs ADSK
-10.6%
+9.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.0% | -7.4% |
| 7D | -15.2% | +11.3% | -26.6% | -13.8% |
| 30D | -19.1% | +16.4% | -35.5% | -17.4% |
| 3M | -24.8% | +12.1% | -36.9% | -23.1% |
| 6M | -31.6% | +7.9% | -39.5% | -30.0% |
| YTD | +2.5% | -9.1% | +11.6% | +2.7% |
| 1Y | -0.7% | -10.6% | +9.8% | +0.5% |
| All | -0.7% | -10.6% | +9.9% | +0.5% |
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