+4,494.7%
ADSK vs NOC
+16,477.4%
-11,982.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.4% |
| 7D | -14.5% | -1.6% | -12.9% | -14.0% |
| 30D | -19.3% | -10.4% | -8.9% | -16.4% |
| 3M | -7.8% | -5.6% | -2.2% | -6.2% |
| 6M | -20.8% | -30.4% | +9.6% | -11.4% |
| YTD | -30.2% | -8.5% | -21.7% | -29.2% |
| 1Y | -36.5% | -8.3% | -28.1% | -35.7% |
| 3Y | -5.7% | +28.2% | -34.0% | -17.0% |
| 5Y | -28.2% | +56.7% | -84.9% | -42.9% |
| 10Y | +209.1% | +189.3% | +19.8% | +93.1% |
| All | +4,494.7% | +16,477.4% | -11,982.6% | +845.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling