+4,619.0%
ADSK vs VMC
+3,191.4%
+1,427.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.9% |
| 7D | -14.3% | -0.5% | -13.8% | -14.2% |
| 30D | -14.8% | -9.1% | -5.7% | -11.4% |
| 3M | -5.7% | -4.1% | -1.6% | -4.5% |
| 6M | -18.7% | -5.5% | -13.2% | -17.6% |
| YTD | -28.3% | -8.9% | -19.4% | -26.7% |
| 1Y | -35.1% | -12.9% | -22.1% | -32.5% |
| 3Y | -3.2% | +22.1% | -25.3% | -13.8% |
| 5Y | -26.7% | +52.7% | -79.4% | -40.4% |
| 10Y | +208.4% | +152.7% | +55.7% | +88.8% |
| All | +4,619.0% | +3,191.4% | +1,427.6% | +788.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling