+120.2%
BKR vs ADSK
+222.2%
-102.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -7.0% | -2.5% | -4.5% | -6.4% |
| 30D | -8.1% | -14.9% | +6.8% | -4.4% |
| 3M | -6.6% | +3.3% | -9.9% | -8.5% |
| 6M | +0.9% | -15.7% | +16.5% | +3.8% |
| YTD | +31.1% | -28.2% | +59.3% | +40.8% |
| 1Y | +27.7% | -34.5% | +62.3% | +41.0% |
| 3Y | +71.2% | -2.9% | +74.1% | +64.5% |
| 5Y | +177.6% | -25.3% | +203.0% | +177.4% |
| All | +120.2% | +222.2% | -102.0% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling