-10.2%
ADSK vs RVMD
+244.4%
-254.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.2% | +7.0% |
| 7D | +11.4% | +5.8% | +5.6% | +11.2% |
| 30D | +21.9% | -3.8% | +25.7% | +22.0% |
| 3M | +13.9% | +3.2% | +10.6% | +13.8% |
| 6M | +9.1% | +35.0% | -25.9% | +7.8% |
| YTD | -8.8% | +150.7% | -159.5% | -12.7% |
| 1Y | -10.2% | +241.0% | -251.2% | -14.5% |
| All | -10.2% | +244.4% | -254.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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