+71.2%
BKR vs ADSK
-3.2%
+74.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -7.0% | -2.5% | -4.5% | -6.7% |
| 30D | -8.1% | -14.9% | +6.8% | -6.1% |
| 3M | -6.6% | +3.3% | -9.9% | -7.9% |
| 6M | +0.9% | -15.7% | +16.5% | +3.1% |
| YTD | +31.1% | -28.2% | +59.3% | +39.6% |
| 1Y | +27.7% | -34.5% | +62.3% | +39.9% |
| 3Y | +71.2% | -2.9% | +74.1% | +69.3% |
| All | +71.2% | -3.2% | +74.5% | +69.3% |
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