+36.4%
UPS vs ADSK
+222.2%
-185.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.0% | -2.5% | +0.6% | -1.3% |
| 30D | -2.0% | -14.9% | +12.9% | +1.9% |
| 3M | -6.2% | +3.3% | -9.6% | -7.8% |
| 6M | +2.8% | -15.7% | +18.4% | +5.8% |
| YTD | +5.9% | -28.2% | +34.1% | +13.3% |
| 1Y | +26.2% | -34.5% | +60.8% | +38.4% |
| 3Y | -26.0% | -2.9% | -23.1% | -29.0% |
| 5Y | -34.3% | -25.3% | -8.9% | -34.6% |
| All | +36.4% | +222.2% | -185.8% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling