-16.6%
BX vs ADSK
-31.6%
+15.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.1% | +1.5% |
| 7D | -4.4% | -16.4% | +12.0% | +1.1% |
| 30D | +0.1% | -9.2% | +9.3% | +3.0% |
| 3M | +16.0% | -6.7% | +22.8% | +18.4% |
| 6M | +21.6% | -15.5% | +37.1% | +27.6% |
| YTD | -8.9% | -26.4% | +17.5% | -0.1% |
| 1Y | -16.6% | -31.9% | +15.3% | -5.0% |
| All | -16.6% | -31.6% | +15.0% | -5.0% |
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