-2.9%
ADSK vs VICR
+209.3%
-212.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | 0.0% |
| 7D | -2.5% | +5.0% | -7.5% | -2.7% |
| 30D | -14.9% | -12.5% | -2.4% | -14.6% |
| 3M | +3.3% | -33.6% | +36.9% | +4.3% |
| 6M | -15.7% | +10.7% | -26.3% | -20.3% |
| YTD | -28.2% | +80.6% | -108.8% | -36.9% |
| 1Y | -34.5% | +288.4% | -322.9% | -48.9% |
| 3Y | -2.9% | +213.8% | -216.7% | -24.5% |
| All | -2.9% | +209.3% | -212.2% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling