-3.3%
ADSK vs URA
+107.9%
-111.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +2.9% |
| 7D | -10.9% | -1.5% | -9.4% | -10.8% |
| 30D | -15.9% | -0.4% | -15.5% | -15.9% |
| 3M | -4.4% | +6.3% | -10.6% | -5.4% |
| 6M | -16.6% | -14.0% | -2.7% | -15.5% |
| YTD | -28.5% | +5.3% | -33.8% | -31.0% |
| 1Y | -34.6% | +11.7% | -46.3% | -38.6% |
| All | -3.3% | +107.9% | -111.1% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling