+54.0%
UNP vs ADSK
-25.3%
+79.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.8% | -2.5% | +0.7% | -1.3% |
| 30D | -2.7% | -14.9% | +12.1% | 0.0% |
| 3M | +6.5% | +3.3% | +3.2% | +5.2% |
| 6M | +14.4% | -15.7% | +30.0% | +16.9% |
| YTD | +24.8% | -28.2% | +53.1% | +31.9% |
| 1Y | +34.4% | -34.5% | +69.0% | +45.0% |
| 3Y | +43.6% | -2.9% | +46.5% | +39.5% |
| All | +54.0% | -25.3% | +79.3% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling