+790.2%
ADSK vs VRSK
+586.4%
+203.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -5.2% | +2.6% | +0.6% |
| 30D | -14.9% | -2.3% | -12.6% | -13.6% |
| 3M | +3.3% | -2.9% | +6.2% | +5.0% |
| 6M | -15.7% | -12.8% | -2.9% | -8.8% |
| YTD | -28.2% | -20.8% | -7.4% | -18.3% |
| 1Y | -34.5% | -33.2% | -1.3% | -17.7% |
| 3Y | -2.9% | -26.6% | +23.7% | +11.2% |
| 5Y | -25.3% | -11.3% | -14.0% | -24.7% |
| 10Y | +217.8% | +126.1% | +91.7% | +85.6% |
| All | +790.2% | +586.4% | +203.8% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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