+215.4%
ADSK vs URA
+346.2%
-130.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.6% | +1.4% |
| 7D | -2.5% | -5.5% | +3.0% | -1.0% |
| 30D | -14.9% | -3.7% | -11.2% | -14.2% |
| 3M | +3.3% | -2.9% | +6.2% | +3.1% |
| 6M | -15.7% | -15.2% | -0.4% | -13.7% |
| YTD | -28.2% | +1.9% | -30.1% | -32.4% |
| 1Y | -34.5% | +6.9% | -41.5% | -40.7% |
| 3Y | -2.9% | +99.6% | -102.5% | -35.1% |
| 5Y | -25.3% | +101.2% | -126.5% | -52.8% |
| All | +215.4% | +346.2% | -130.8% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling