+41.2%
USB vs ADSK
-25.1%
+66.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +1.9% |
| 7D | +1.4% | -16.4% | +17.8% | +6.2% |
| 30D | -1.3% | -9.2% | +7.9% | +0.8% |
| 3M | +15.2% | -6.7% | +22.0% | +16.3% |
| 6M | +18.8% | -15.5% | +34.3% | +22.6% |
| YTD | +21.0% | -26.4% | +47.4% | +29.7% |
| 1Y | +34.0% | -31.9% | +65.9% | +47.2% |
| 3Y | +95.3% | -1.0% | +96.3% | +89.5% |
| All | +41.2% | -25.1% | +66.2% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling