+109.7%
USB vs ADSK
+222.4%
-112.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +2.1% |
| 7D | +1.4% | -16.4% | +17.8% | +6.7% |
| 30D | -1.3% | -9.2% | +7.9% | +1.0% |
| 3M | +15.2% | -6.7% | +22.0% | +16.4% |
| 6M | +18.8% | -15.5% | +34.3% | +22.7% |
| YTD | +21.0% | -26.4% | +47.4% | +29.8% |
| 1Y | +34.0% | -31.9% | +65.9% | +47.3% |
| 3Y | +95.3% | -1.0% | +96.3% | +89.0% |
| 5Y | +40.4% | -24.5% | +64.9% | +41.4% |
| All | +109.7% | +222.4% | -112.7% | +43.2% |
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 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