+262.2%
UMC vs ADSK
-3.2%
+265.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +9.0% | -2.5% | +11.5% | +9.2% |
| 30D | +17.2% | -14.9% | +32.1% | +18.6% |
| 3M | +11.4% | +3.3% | +8.1% | +8.5% |
| 6M | +137.5% | -15.7% | +153.2% | +144.1% |
| YTD | +193.1% | -28.2% | +221.4% | +219.0% |
| 1Y | +240.3% | -34.5% | +274.8% | +283.5% |
| 3Y | +262.2% | -2.9% | +265.1% | +237.2% |
| All | +262.2% | -3.2% | +265.4% | +237.2% |
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