-36.5%
ADSK vs VG
+12.9%
-49.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -2.7% |
| 7D | -14.5% | +3.8% | -18.3% | -14.6% |
| 30D | -19.3% | +7.2% | -26.5% | -19.4% |
| 3M | -7.8% | +22.8% | -30.6% | -8.6% |
| 6M | -20.8% | +33.2% | -54.0% | -22.4% |
| YTD | -30.2% | +124.8% | -155.0% | -32.9% |
| 1Y | -36.5% | +15.8% | -52.3% | -36.7% |
| All | -36.5% | +12.9% | -49.3% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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