+2.0%
ADSK vs RVMD
+620.8%
-618.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.7% |
| 7D | -10.9% | -3.6% | -7.3% | -10.4% |
| 30D | -15.9% | -1.1% | -14.8% | -15.8% |
| 3M | -4.4% | +41.0% | -45.4% | -9.9% |
| 6M | -16.6% | +105.7% | -122.3% | -27.3% |
| YTD | -28.5% | +155.3% | -183.8% | -40.8% |
| 1Y | -34.6% | +402.7% | -437.4% | -52.5% |
| 3Y | -3.5% | +533.1% | -536.6% | -36.2% |
| 5Y | -25.6% | +583.5% | -609.1% | -55.4% |
| All | +2.0% | +620.8% | -618.9% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling