+4,494.7%
ADSK vs UL
+2,587.5%
+1,907.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -2.0% |
| 7D | -14.5% | -3.2% | -11.3% | -13.4% |
| 30D | -19.3% | -0.6% | -18.7% | -19.1% |
| 3M | -7.8% | +9.4% | -17.2% | -11.0% |
| 6M | -20.8% | -4.1% | -16.6% | -19.8% |
| YTD | -30.2% | -2.0% | -28.2% | -30.3% |
| 1Y | -36.5% | -9.0% | -27.5% | -34.8% |
| 3Y | -5.7% | +21.8% | -27.6% | -15.2% |
| 5Y | -28.2% | +20.6% | -48.8% | -35.9% |
| 10Y | +209.1% | +67.7% | +141.4% | +138.2% |
| All | +4,494.7% | +2,587.5% | +1,907.2% | +1,404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling