-2.9%
ADSK vs UL
+20.7%
-23.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.3% |
| 7D | -2.5% | -3.4% | +0.9% | -1.9% |
| 30D | -14.9% | +0.5% | -15.4% | -14.9% |
| 3M | +3.3% | +7.2% | -3.9% | +2.5% |
| 6M | -15.7% | -3.1% | -12.6% | -15.6% |
| YTD | -28.2% | -2.7% | -25.5% | -28.5% |
| 1Y | -34.5% | -10.2% | -24.3% | -33.9% |
| 3Y | -2.9% | +20.3% | -23.2% | -10.4% |
| All | -2.9% | +20.7% | -23.6% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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