+474.1%
ADSK vs VYM
+488.1%
-14.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | -2.5% | -0.8% | -1.7% | -1.6% |
| 30D | -14.9% | -2.2% | -12.6% | -12.5% |
| 3M | +3.3% | +3.1% | +0.3% | -0.4% |
| 6M | -15.7% | +9.7% | -25.4% | -25.1% |
| YTD | -28.2% | +14.9% | -43.1% | -39.9% |
| 1Y | -34.5% | +17.6% | -52.1% | -46.8% |
| 3Y | -2.9% | +65.3% | -68.2% | -48.1% |
| 5Y | -25.3% | +78.7% | -104.0% | -62.8% |
| 10Y | +217.8% | +208.2% | +9.6% | -18.6% |
| All | +474.1% | +488.1% | -14.0% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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