+1,696.5%
ADSK vs NRG
+1,510.3%
+186.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -2.5% | -4.7% | +2.1% | -1.3% |
| 30D | -14.9% | -6.0% | -8.9% | -13.9% |
| 3M | +3.3% | -8.0% | +11.3% | +3.4% |
| 6M | -15.7% | -23.2% | +7.5% | -12.4% |
| YTD | -28.2% | -28.1% | -0.2% | -24.7% |
| 1Y | -34.5% | -27.3% | -7.3% | -32.1% |
| 3Y | -2.9% | +208.7% | -211.6% | -39.5% |
| 5Y | -25.3% | +197.7% | -223.0% | -53.8% |
| 10Y | +217.8% | +1,103.3% | -885.6% | +20.9% |
| All | +1,696.5% | +1,510.3% | +186.3% | +571.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling