+130.0%
UAL vs ADSK
-28.7%
+158.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | +0.1% |
| 7D | -1.1% | -14.5% | +13.4% | +5.3% |
| 30D | -13.4% | -19.3% | +5.9% | -5.8% |
| 3M | -2.3% | -7.8% | +5.5% | -1.1% |
| 6M | +13.3% | -20.8% | +34.1% | +22.0% |
| YTD | -4.2% | -30.2% | +26.0% | +9.2% |
| 1Y | +1.4% | -36.5% | +37.9% | +21.5% |
| 3Y | +125.8% | -5.7% | +131.5% | +119.3% |
| 5Y | +130.0% | -28.2% | +158.1% | +124.3% |
| All | +130.0% | -28.7% | +158.7% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling