-5.5%
ADSK vs URI
+125.2%
-130.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -4.0% | -2.9% |
| 7D | -14.5% | +5.0% | -19.5% | -15.3% |
| 30D | -19.3% | -9.4% | -9.9% | -17.9% |
| 3M | -7.8% | -5.8% | -2.0% | -7.4% |
| 6M | -20.8% | +25.8% | -46.6% | -26.5% |
| YTD | -30.2% | +27.9% | -58.1% | -36.2% |
| 1Y | -36.5% | +9.7% | -46.2% | -39.0% |
| All | -5.5% | +125.2% | -130.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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