+27.5%
UAL vs ADSK
-10.6%
+38.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.0% | +0.9% | +7.5% |
| 7D | +11.9% | +11.4% | +0.5% | +11.3% |
| 30D | +5.2% | +21.9% | -16.7% | +4.4% |
| 3M | -12.7% | +13.9% | -26.6% | -13.3% |
| 6M | +28.5% | +9.1% | +19.4% | +29.0% |
| YTD | +3.5% | -8.8% | +12.3% | +15.3% |
| 1Y | +27.5% | -10.2% | +37.8% | +44.5% |
| All | +27.5% | -10.6% | +38.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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