-2.9%
ADSK vs RGEN
+2.2%
-5.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.5% | -1.4% | -1.1% | -2.2% |
| 30D | -14.9% | -0.3% | -14.6% | -14.8% |
| 3M | +3.3% | +23.9% | -20.6% | -1.1% |
| 6M | -15.7% | +38.5% | -54.2% | -21.3% |
| YTD | -28.2% | +0.8% | -29.1% | -29.2% |
| 1Y | -34.5% | +38.2% | -72.8% | -39.2% |
| 3Y | -2.9% | +1.3% | -4.2% | -0.7% |
| All | -2.9% | +2.2% | -5.1% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling