-23.1%
ADSK vs AUR
-35.7%
+12.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | -14.9% | -6.4% | -8.5% | -14.4% |
| 3M | +3.3% | +7.7% | -4.4% | +1.2% |
| 6M | -15.7% | +44.5% | -60.2% | -21.8% |
| YTD | -28.2% | +67.4% | -95.7% | -35.2% |
| 1Y | -34.5% | +15.4% | -50.0% | -37.9% |
| 3Y | -2.9% | +94.8% | -97.7% | -25.6% |
| 5Y | -25.3% | -35.1% | +9.8% | -41.5% |
| All | -23.1% | -35.7% | +12.6% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling