+883.5%
BX vs ADSK
+351.1%
+532.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.3% | -4.2% |
| 7D | -8.9% | -10.9% | +2.0% | -3.2% |
| 30D | -14.8% | -15.9% | +1.1% | -6.7% |
| 3M | +6.9% | -4.4% | +11.3% | +7.7% |
| 6M | +16.3% | -16.6% | +32.9% | +25.4% |
| YTD | -16.1% | -28.5% | +12.4% | -2.2% |
| 1Y | -26.8% | -34.6% | +7.9% | -10.3% |
| 3Y | +22.4% | -3.5% | +25.9% | +19.1% |
| 5Y | +16.0% | -25.6% | +41.6% | +27.2% |
| 10Y | +646.9% | +216.6% | +430.4% | +222.1% |
| All | +883.5% | +351.1% | +532.4% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling