-31.9%
ADSK vs AUR
+11.8%
-43.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.6% | -8.3% |
| 7D | -16.4% | +8.7% | -25.2% | -16.8% |
| 30D | -9.2% | -5.2% | -4.0% | -9.0% |
| 3M | -6.7% | -7.3% | +0.6% | -6.6% |
| 6M | -15.5% | +41.2% | -56.7% | -22.3% |
| YTD | -26.4% | +65.1% | -91.5% | -33.9% |
| 1Y | -31.9% | +13.4% | -45.3% | -35.3% |
| All | -31.9% | +11.8% | -43.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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