+422.6%
ADSK vs VIG
+610.7%
-188.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.1% |
| 7D | -10.9% | -2.2% | -8.7% | -8.0% |
| 30D | -15.9% | -3.2% | -12.7% | -11.9% |
| 3M | -4.4% | +3.0% | -7.4% | -8.3% |
| 6M | -16.6% | +8.1% | -24.8% | -25.6% |
| YTD | -28.5% | +9.1% | -37.6% | -36.9% |
| 1Y | -34.6% | +12.6% | -47.2% | -44.9% |
| 3Y | -3.5% | +55.4% | -58.8% | -47.9% |
| 5Y | -25.6% | +62.8% | -88.4% | -61.0% |
| 10Y | +216.6% | +246.6% | -30.0% | -40.5% |
| All | +422.6% | +610.7% | -188.1% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling