+251.3%
UAL vs ADSK
+514.5%
-263.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.3% | +10.8% | +6.9% |
| 7D | +0.7% | -16.4% | +17.1% | +10.3% |
| 30D | -16.1% | -9.2% | -6.9% | -12.6% |
| 3M | +6.1% | -6.7% | +12.9% | +7.2% |
| 6M | +10.8% | -15.5% | +26.4% | +16.4% |
| YTD | -0.4% | -26.4% | +26.0% | +11.7% |
| 1Y | +5.0% | -31.9% | +36.9% | +23.0% |
| 3Y | +124.0% | -1.0% | +125.0% | +110.2% |
| 5Y | +141.0% | -24.5% | +165.5% | +147.9% |
| 10Y | +118.0% | +220.4% | -102.4% | -14.1% |
| All | +251.3% | +514.5% | -263.2% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling