+98.3%
USB vs ADSK
-0.1%
+98.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +1.9% |
| 7D | +1.4% | -16.4% | +17.8% | +6.3% |
| 30D | -1.3% | -9.2% | +7.9% | +0.8% |
| 3M | +15.2% | -6.7% | +22.0% | +16.4% |
| 6M | +18.8% | -15.5% | +34.3% | +23.3% |
| YTD | +21.0% | -26.4% | +47.4% | +32.4% |
| 1Y | +34.0% | -31.9% | +65.9% | +51.7% |
| All | +98.3% | -0.1% | +98.3% | +80.6% |
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 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