-34.5%
ADSK vs VICR
+293.8%
-328.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | +1.2% |
| 7D | -2.5% | +5.0% | -7.5% | -2.1% |
| 30D | -14.9% | -12.5% | -2.4% | -15.6% |
| 3M | +3.3% | -33.6% | +36.9% | +1.4% |
| 6M | -15.7% | +10.7% | -26.3% | -17.2% |
| YTD | -28.2% | +80.6% | -108.8% | -30.7% |
| 1Y | -34.5% | +288.4% | -322.9% | -38.7% |
| All | -34.5% | +293.8% | -328.3% | -38.7% |
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