-10.2%
ADSK vs VICR
+76.0%
-86.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -11.1% | +18.2% | +5.8% |
| 7D | +11.4% | -26.6% | +38.0% | +8.2% |
| 30D | +21.9% | -47.9% | +69.9% | +15.3% |
| 3M | +13.9% | -29.8% | +43.6% | +11.4% |
| 6M | +9.1% | -36.6% | +45.7% | +5.9% |
| YTD | -8.8% | +45.1% | -53.9% | -15.4% |
| 1Y | -10.2% | +80.0% | -90.3% | -19.7% |
| All | -10.2% | +76.0% | -86.2% | -19.7% |
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