+215.4%
ADSK vs RMBS
+566.4%
-351.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.1% |
| 7D | -2.5% | +1.8% | -4.3% | -3.0% |
| 30D | -14.9% | -13.9% | -1.0% | -11.6% |
| 3M | +3.3% | -39.8% | +43.1% | +15.9% |
| 6M | -15.7% | -6.0% | -9.6% | -22.9% |
| YTD | -28.2% | -5.4% | -22.9% | -36.2% |
| 1Y | -34.5% | -1.8% | -32.7% | -44.5% |
| 3Y | -2.9% | +53.7% | -56.6% | -40.7% |
| 5Y | -25.3% | +268.5% | -293.8% | -73.7% |
| All | +215.4% | +566.4% | -351.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling