-24.5%
ADSK vs UEC
+198.6%
-223.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +1.0% |
| 7D | -2.5% | -9.4% | +6.9% | -1.4% |
| 30D | -14.9% | -8.0% | -6.9% | -14.2% |
| 3M | +3.3% | -1.7% | +5.0% | +2.9% |
| 6M | -15.7% | -26.1% | +10.5% | -14.3% |
| YTD | -28.2% | -10.5% | -17.7% | -30.1% |
| 1Y | -34.5% | -13.3% | -21.3% | -37.1% |
| 3Y | -2.9% | +116.4% | -119.3% | -26.4% |
| All | -24.5% | +198.6% | -223.1% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling