-2.9%
ADSK vs UEC
+122.3%
-125.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +0.6% |
| 7D | -2.5% | -9.4% | +6.9% | -2.1% |
| 30D | -14.9% | -8.0% | -6.9% | -14.5% |
| 3M | +3.3% | -1.7% | +5.0% | +3.3% |
| 6M | -15.7% | -26.1% | +10.5% | -14.8% |
| YTD | -28.2% | -10.5% | -17.7% | -29.1% |
| 1Y | -34.5% | -13.3% | -21.3% | -35.9% |
| 3Y | -2.9% | +116.4% | -119.3% | -19.0% |
| All | -2.9% | +122.3% | -125.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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