+2,160.2%
ADSK vs RMBS
+1,376.2%
+784.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -14.5% | +3.5% | -18.0% | -15.0% |
| 30D | -19.3% | -8.6% | -10.7% | -18.3% |
| 3M | -7.8% | -40.3% | +32.5% | -1.7% |
| 6M | -20.8% | -1.0% | -19.8% | -24.0% |
| YTD | -30.2% | -4.6% | -25.6% | -33.2% |
| 1Y | -36.5% | +17.6% | -54.0% | -42.0% |
| 3Y | -5.7% | +58.6% | -64.4% | -21.2% |
| 5Y | -28.2% | +270.9% | -299.1% | -47.9% |
| 10Y | +209.1% | +569.1% | -360.0% | +104.0% |
| All | +2,160.2% | +1,376.2% | +784.0% | +646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling