-10.2%
ADSK vs USAR
-49.3%
+39.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -5.9% | +12.9% | +7.0% |
| 7D | +11.4% | -21.8% | +33.2% | +11.4% |
| 30D | +21.9% | -39.9% | +61.8% | +22.1% |
| 3M | +13.9% | -52.5% | +66.4% | +14.2% |
| 6M | +9.1% | -67.9% | +77.1% | +10.5% |
| YTD | -8.8% | -31.1% | +22.3% | -10.1% |
| 1Y | -10.2% | -49.8% | +39.6% | -10.0% |
| All | -10.2% | -49.3% | +39.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling