-2.9%
ADSK vs USFR
+14.1%
-17.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | +0.1% | -2.7% | -2.7% |
| 30D | -14.9% | +0.4% | -15.2% | -15.2% |
| 3M | +3.3% | +1.0% | +2.3% | +1.9% |
| 6M | -15.7% | +2.0% | -17.6% | -17.1% |
| YTD | -28.2% | +2.8% | -31.0% | -29.3% |
| 1Y | -34.5% | +4.1% | -38.6% | -35.0% |
| 3Y | -2.9% | +14.1% | -17.0% | +22.3% |
| All | -2.9% | +14.1% | -17.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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