-10.2%
ADSK vs RSG
+19.5%
-29.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.0% | +6.4% |
| 7D | +11.4% | +5.1% | +6.3% | +8.4% |
| 30D | +21.9% | +15.3% | +6.6% | +13.2% |
| 3M | +13.9% | +18.6% | -4.7% | +4.4% |
| 6M | +9.1% | +19.5% | -10.4% | +0.6% |
| YTD | -8.8% | +17.2% | -25.9% | -13.8% |
| 1Y | -10.2% | +19.6% | -29.8% | -15.1% |
| All | -10.2% | +19.5% | -29.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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