+116.5%
UAL vs ADSK
-20.1%
+136.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.5% |
| 7D | -3.0% | +1.0% | -4.1% | -3.5% |
| 30D | +10.5% | +14.4% | -3.9% | +4.3% |
| 3M | -13.5% | +2.5% | -16.0% | -15.2% |
| 6M | +14.2% | +14.5% | -0.2% | +4.7% |
| YTD | -2.2% | -10.7% | +8.4% | +0.1% |
| 1Y | +12.5% | -11.0% | +23.5% | +15.5% |
| 3Y | +186.8% | +25.9% | +161.0% | +144.4% |
| All | +116.5% | -20.1% | +136.6% | +94.3% |
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