-16.6%
ADSK vs NOC
-29.1%
+12.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.8% | +2.3% |
| 7D | -10.9% | -1.8% | -9.1% | -10.7% |
| 30D | -15.9% | -9.4% | -6.4% | -15.1% |
| 3M | -4.4% | -3.8% | -0.5% | -4.5% |
| 6M | -16.6% | -28.8% | +12.1% | -17.2% |
| All | -16.6% | -29.1% | +12.4% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling