+71.0%
UBER vs ADSK
+21.1%
+49.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.2% |
| 7D | -7.0% | -14.5% | +7.5% | +1.9% |
| 30D | -8.9% | -19.3% | +10.4% | +2.7% |
| 3M | +1.0% | -7.8% | +8.8% | +4.2% |
| 6M | -3.7% | -20.8% | +17.0% | +7.8% |
| YTD | -13.0% | -30.2% | +17.2% | +4.3% |
| 1Y | -25.5% | -36.5% | +10.9% | -5.3% |
| 3Y | +50.5% | -5.7% | +56.2% | +40.6% |
| 5Y | +76.2% | -28.2% | +104.3% | +88.6% |
| All | +71.0% | +21.1% | +49.9% | +19.0% |
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