-31.9%
ADSK vs RGEN
+45.2%
-77.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.1% | -8.0% |
| 7D | -16.4% | -4.9% | -11.5% | -15.4% |
| 30D | -9.2% | +5.7% | -14.9% | -10.2% |
| 3M | -6.7% | +32.4% | -39.2% | -12.6% |
| 6M | -15.5% | +33.2% | -48.7% | -21.5% |
| YTD | -26.4% | +2.3% | -28.7% | -28.4% |
| 1Y | -31.9% | +39.0% | -70.9% | -34.8% |
| All | -31.9% | +45.2% | -77.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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