+2,188.8%
ADSK vs VTR
+1,502.7%
+686.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.1% |
| 7D | -10.9% | -1.8% | -9.1% | -10.4% |
| 30D | -15.9% | +4.0% | -19.9% | -16.8% |
| 3M | -4.4% | +7.8% | -12.2% | -6.4% |
| 6M | -16.6% | +6.4% | -23.0% | -18.4% |
| YTD | -28.5% | +18.3% | -46.8% | -32.3% |
| 1Y | -34.6% | +33.9% | -68.6% | -40.3% |
| 3Y | -3.5% | +134.3% | -137.8% | -25.6% |
| 5Y | -25.6% | +90.3% | -115.9% | -39.7% |
| 10Y | +216.6% | +100.1% | +116.5% | +129.2% |
| All | +2,188.8% | +1,502.7% | +686.1% | +941.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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