+207.2%
UMC vs ADSK
-31.6%
+238.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -8.3% | +12.8% | +2.6% |
| 7D | +5.0% | -16.4% | +21.4% | +0.7% |
| 30D | +7.7% | -9.2% | +16.9% | +5.5% |
| 3M | +1.7% | -6.7% | +8.4% | +4.6% |
| 6M | +113.9% | -15.5% | +129.4% | +123.5% |
| YTD | +168.9% | -26.4% | +195.3% | +209.4% |
| 1Y | +207.2% | -31.9% | +239.1% | +266.9% |
| All | +207.2% | -31.6% | +238.8% | +266.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling