+33.0%
USB vs ADSK
-11.4%
+44.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.5% |
| 7D | +0.8% | +2.1% | -1.3% | +0.7% |
| 30D | +6.8% | +11.9% | -5.1% | +6.4% |
| 3M | -3.8% | +5.7% | -9.5% | -4.1% |
| 6M | +11.7% | +7.7% | +4.0% | +11.3% |
| YTD | +17.5% | -11.0% | +28.5% | +19.4% |
| All | +33.0% | -11.4% | +44.5% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling