+3,432.2%
ADSK vs NDAQ
+2,281.8%
+1,150.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.9% |
| 7D | -14.3% | -2.6% | -11.8% | -13.4% |
| 30D | -14.8% | +0.5% | -15.3% | -14.9% |
| 3M | -5.7% | +9.9% | -15.6% | -9.1% |
| 6M | -18.7% | +8.2% | -26.9% | -21.1% |
| YTD | -28.3% | -1.5% | -26.8% | -27.9% |
| 1Y | -35.1% | +1.3% | -36.4% | -35.5% |
| 3Y | -3.2% | +92.6% | -95.8% | -25.0% |
| 5Y | -26.7% | +53.8% | -80.5% | -38.0% |
| 10Y | +208.4% | +376.0% | -167.6% | +78.1% |
| All | +3,432.2% | +2,281.8% | +1,150.4% | +1,291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 all: compounded portfolio wealth divided by compounded NDAQ 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…
all analysis · Full analysis span regression · 6 months rolling