+217.2%
UPS vs ADSK
+4,128.8%
-3,911.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | -0.7% |
| 7D | -3.7% | -14.5% | +10.8% | -0.5% |
| 30D | -3.7% | -19.3% | +15.6% | +0.6% |
| 3M | -6.6% | -7.8% | +1.2% | -5.6% |
| 6M | +2.6% | -20.8% | +23.3% | +6.5% |
| YTD | +4.8% | -30.2% | +35.0% | +11.4% |
| 1Y | +25.3% | -36.5% | +61.7% | +35.8% |
| 3Y | -26.9% | -5.7% | -21.1% | -28.3% |
| 5Y | -33.5% | -28.2% | -5.3% | -32.5% |
| 10Y | +36.1% | +209.1% | -173.0% | -1.6% |
| All | +217.2% | +4,128.8% | -3,911.6% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling