+46.4%
UBER vs ADSK
-3.2%
+49.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -5.4% | -2.5% | -2.9% | -4.4% |
| 30D | -4.9% | -14.9% | +10.0% | +0.7% |
| 3M | +3.0% | +3.3% | -0.3% | +0.5% |
| 6M | -4.4% | -15.7% | +11.3% | +0.4% |
| YTD | -12.3% | -28.2% | +16.0% | -1.6% |
| 1Y | -24.3% | -34.5% | +10.2% | -11.4% |
| 3Y | +46.4% | -2.9% | +49.3% | +30.2% |
| All | +46.4% | -3.2% | +49.7% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling