+120.6%
VLO vs ADSK
-10.6%
+131.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.0% | -12.8% | -5.3% |
| 7D | -6.0% | +11.4% | -17.4% | -5.4% |
| 30D | -12.9% | +21.9% | -34.8% | -12.1% |
| 3M | +18.3% | +13.9% | +4.5% | +19.4% |
| 6M | +46.4% | +9.1% | +37.3% | +48.1% |
| YTD | +127.7% | -8.8% | +136.5% | +123.0% |
| 1Y | +120.6% | -10.2% | +130.8% | +117.7% |
| All | +120.6% | -10.6% | +131.3% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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