+924.9%
VLO vs ADSK
+222.2%
+702.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.3% | -2.5% | +7.8% | +6.0% |
| 30D | +18.2% | -14.9% | +33.1% | +23.5% |
| 3M | +53.3% | +3.3% | +50.0% | +49.9% |
| 6M | +70.4% | -15.7% | +86.1% | +76.3% |
| YTD | +143.4% | -28.2% | +171.6% | +163.4% |
| 1Y | +153.0% | -34.5% | +187.5% | +181.9% |
| 3Y | +195.0% | -2.9% | +197.9% | +180.9% |
| 5Y | +618.8% | -25.3% | +644.1% | +613.5% |
| All | +924.9% | +222.2% | +702.7% | +472.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling