-24.5%
ADSK vs NOC
+58.2%
-82.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | +0.8% | -3.3% | -2.6% |
| 30D | -14.9% | -9.7% | -5.2% | -14.4% |
| 3M | +3.3% | -5.6% | +9.0% | +3.6% |
| 6M | -15.7% | -28.6% | +12.9% | -14.3% |
| YTD | -28.2% | -7.9% | -20.4% | -28.2% |
| 1Y | -34.5% | -9.5% | -25.0% | -34.5% |
| 3Y | -2.9% | +28.4% | -31.3% | -6.2% |
| All | -24.5% | +58.2% | -82.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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