arcade: restore.cmd fails under a proxy environment

To Reproduce

Steps to reproduce the behavior:

1. Execute restore.cmd under a proxy environment.
2. Fail to download install.ps1 here. https://github.com/aspnet/AspNetCore/blob/28678ee430e9f9a8407e846441ab98692b9f9507/eng/common/tools.ps1#L162

Logs

C:\github\AspNetCore>build.cmd
WARNING: No default group of projects was specified, so building the 'managed' subsets of projects. Run `build.cmd
-help` for more details.
Detected JDK in C:\Program Files\AdoptOpenJDK\jdk-11.0.3.7-hotspot (via JAVA_HOME)
at GetDotNetInstallScript, C:\github\AspNetCore\eng\common\tools.ps1: line 162
at InstallDotNet, C:\github\AspNetCore\eng\common\tools.ps1: line 173
at InstallDotNetSdk, C:\github\AspNetCore\eng\common\tools.ps1: line 169
at InitializeDotNetCli, C:\github\AspNetCore\eng\common\tools.ps1: line 135
at InitializeBuildTool, C:\github\AspNetCore\eng\common\tools.ps1: line 354
at InitializeToolset, C:\github\AspNetCore\eng\common\tools.ps1: line 448
at <ScriptBlock>, C:\github\AspNetCore\build.ps1: line 342
at <ScriptBlock>, <No file>: line 1
authentication_failed

Are there any instructions as to build from source under a proxy environment? I cannot find one in here.