+91.5%
USB vs ADSK
+28.8%
+62.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | 0.0% | +4.9% | -4.9% | -1.2% |
| 30D | +5.8% | +11.3% | -5.5% | +2.9% |
| 3M | -6.0% | +7.9% | -13.9% | -8.3% |
| 6M | +7.8% | +7.7% | +0.1% | +4.6% |
| YTD | +14.6% | -11.6% | +26.2% | +19.3% |
| 1Y | +31.8% | -11.2% | +43.0% | +36.9% |
| 3Y | +91.5% | +29.6% | +62.0% | +63.3% |
| All | +91.5% | +28.8% | +62.7% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling