-24.5%
ADSK vs NRG
+194.8%
-219.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -2.5% | -4.7% | +2.1% | -1.8% |
| 30D | -14.9% | -6.0% | -8.9% | -14.3% |
| 3M | +3.3% | -8.0% | +11.3% | +3.1% |
| 6M | -15.7% | -23.2% | +7.5% | -13.5% |
| YTD | -28.2% | -28.1% | -0.2% | -25.9% |
| 1Y | -34.5% | -27.3% | -7.3% | -33.1% |
| 3Y | -2.9% | +208.7% | -211.6% | -44.0% |
| All | -24.5% | +194.8% | -219.3% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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