+215.4%
ADSK vs RMD
+274.3%
-59.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -2.5% | -4.4% | +1.9% | -0.6% |
| 30D | -14.9% | -3.1% | -11.7% | -13.7% |
| 3M | +3.3% | +13.8% | -10.5% | -2.5% |
| 6M | -15.7% | -8.6% | -7.1% | -12.8% |
| YTD | -28.2% | -8.6% | -19.6% | -26.1% |
| 1Y | -34.5% | -19.7% | -14.9% | -28.8% |
| 3Y | -2.9% | +48.4% | -51.3% | -24.7% |
| 5Y | -25.3% | -22.7% | -2.6% | -21.7% |
| All | +215.4% | +274.3% | -59.0% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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