-25.6%
ADSK vs URA
+121.8%
-147.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.4% |
| 7D | -10.9% | -1.5% | -9.4% | -10.7% |
| 30D | -15.9% | -0.4% | -15.5% | -16.0% |
| 3M | -4.4% | +6.3% | -10.6% | -6.8% |
| 6M | -16.6% | -14.0% | -2.7% | -15.1% |
| YTD | -28.5% | +5.3% | -33.8% | -32.7% |
| 1Y | -34.6% | +11.7% | -46.3% | -40.8% |
| 3Y | -3.5% | +109.8% | -113.3% | -34.6% |
| 5Y | -25.6% | +108.0% | -133.6% | -52.4% |
| All | -25.6% | +121.8% | -147.4% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling