+115.0%
UMC vs ADSK
-10.6%
+125.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.0% | -9.1% | +0.5% |
| 7D | -14.7% | +11.4% | -26.1% | -11.0% |
| 30D | -32.9% | +21.9% | -54.8% | -27.5% |
| 3M | -22.2% | +13.9% | -36.0% | -16.7% |
| 6M | +25.9% | +9.1% | +16.8% | +42.7% |
| YTD | +107.9% | -8.8% | +116.7% | +159.7% |
| 1Y | +115.0% | -10.2% | +125.3% | +171.5% |
| All | +115.0% | -10.6% | +125.7% | +171.5% |
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