+1,216.9%
VST vs ADSK
+204.5%
+1,012.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.3% | +11.8% | +5.7% |
| 7D | +8.9% | -16.4% | +25.3% | +14.0% |
| 30D | +6.2% | -9.2% | +15.4% | +8.4% |
| 3M | -2.7% | -6.7% | +4.0% | -2.4% |
| 6M | -8.4% | -15.5% | +7.2% | -6.0% |
| YTD | -7.2% | -26.4% | +19.2% | -1.1% |
| 1Y | -20.9% | -31.9% | +11.0% | -13.8% |
| 3Y | +384.0% | -1.0% | +385.0% | +370.7% |
| 5Y | +757.1% | -24.5% | +781.6% | +764.8% |
| All | +1,216.9% | +204.5% | +1,012.4% | +782.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling