-2.9%
ADSK vs RVMD
+537.4%
-540.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.5% | -3.0% | +0.5% | -2.3% |
| 30D | -14.9% | -0.7% | -14.1% | -14.8% |
| 3M | +3.3% | +36.5% | -33.2% | +0.4% |
| 6M | -15.7% | +104.6% | -120.3% | -21.6% |
| YTD | -28.2% | +155.8% | -184.1% | -35.4% |
| 1Y | -34.5% | +340.7% | -375.2% | -44.8% |
| 3Y | -2.9% | +519.9% | -522.8% | -23.3% |
| All | -2.9% | +537.4% | -540.3% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling