-31.9%
ADSK vs VICR
+272.1%
-304.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.5% | -13.7% | -7.8% |
| 7D | -16.4% | +0.4% | -16.8% | -16.3% |
| 30D | -9.2% | -13.9% | +4.7% | -10.1% |
| 3M | -6.7% | -38.4% | +31.7% | -8.8% |
| 6M | -15.5% | -7.2% | -8.3% | -17.3% |
| YTD | -26.4% | +72.0% | -98.4% | -29.1% |
| 1Y | -31.9% | +263.3% | -295.2% | -36.1% |
| All | -31.9% | +272.1% | -304.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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