+493.1%
ADSK vs URA
-32.7%
+525.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.8% |
| 7D | -10.9% | -1.5% | -9.4% | -10.6% |
| 30D | -15.9% | -0.4% | -15.5% | -16.1% |
| 3M | -4.4% | +6.3% | -10.6% | -7.9% |
| 6M | -16.6% | -14.0% | -2.7% | -14.9% |
| YTD | -28.5% | +5.3% | -33.8% | -33.8% |
| 1Y | -34.6% | +11.7% | -46.3% | -42.2% |
| 3Y | -3.5% | +109.8% | -113.3% | -38.0% |
| 5Y | -25.6% | +108.0% | -133.6% | -54.5% |
| 10Y | +216.6% | +358.5% | -141.9% | +23.4% |
| All | +493.1% | -32.7% | +525.8% | +364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling