-27.3%
BX vs ADSK
-34.7%
+7.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -5.6% | -2.5% | -3.1% | -4.9% |
| 30D | -12.2% | -14.9% | +2.6% | -7.8% |
| 3M | +7.4% | +3.3% | +4.1% | +5.7% |
| 6M | +22.2% | -15.7% | +37.8% | +28.0% |
| YTD | -14.0% | -28.2% | +14.2% | -5.0% |
| 1Y | -27.3% | -34.5% | +7.3% | -15.9% |
| All | -27.3% | -34.7% | +7.4% | -15.9% |
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