+191.2%
VLO vs ADSK
-3.6%
+194.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.2% |
| 7D | +4.0% | -10.9% | +14.9% | +5.5% |
| 30D | +19.0% | -15.9% | +34.9% | +21.6% |
| 3M | +50.0% | -4.4% | +54.3% | +49.9% |
| 6M | +79.1% | -16.6% | +95.8% | +83.1% |
| YTD | +140.3% | -28.5% | +168.8% | +152.7% |
| 1Y | +148.3% | -34.6% | +183.0% | +166.7% |
| All | +191.2% | -3.6% | +194.8% | +183.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling