-31.9%
ADSK vs VMC
-8.5%
-23.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.9% | -9.2% | -8.4% |
| 7D | -16.4% | -4.3% | -12.1% | -15.9% |
| 30D | -9.2% | -8.2% | -1.0% | -8.1% |
| 3M | -6.7% | -7.0% | +0.3% | -5.5% |
| 6M | -15.5% | -10.8% | -4.7% | -14.3% |
| YTD | -26.4% | -7.4% | -19.0% | -25.1% |
| 1Y | -31.9% | -9.5% | -22.4% | -30.3% |
| All | -31.9% | -8.5% | -23.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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