-10.2%
ADSK vs URA
-32.2%
+21.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.1% | +8.1% | +7.0% |
| 7D | +11.4% | -10.5% | +22.0% | +10.9% |
| 30D | +21.9% | -18.6% | +40.5% | +21.0% |
| 3M | +13.9% | -23.0% | +36.9% | +12.9% |
| 6M | +9.1% | -40.3% | +49.4% | +9.4% |
| YTD | -8.8% | -23.5% | +14.7% | -10.7% |
| 1Y | -10.2% | -31.1% | +20.9% | -10.7% |
| All | -10.2% | -32.2% | +21.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling