-1.0%
ADSK vs USAR
+58.5%
-59.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.4% | +2.4% |
| 7D | -10.9% | -9.3% | -1.6% | -10.9% |
| 30D | -15.9% | -15.2% | -0.7% | -15.9% |
| 3M | -4.4% | -21.1% | +16.7% | -4.3% |
| 6M | -16.6% | -21.6% | +4.9% | -16.7% |
| YTD | -28.5% | +34.8% | -63.3% | -28.3% |
| 1Y | -34.6% | +15.6% | -50.3% | -34.2% |
| 3Y | -3.5% | +57.7% | -61.2% | -2.1% |
| All | -1.0% | +58.5% | -59.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling