-2.9%
ADSK vs NSC
+73.4%
-76.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -2.5% | -2.8% | +0.3% | -1.7% |
| 30D | -14.9% | -4.5% | -10.4% | -13.8% |
| 3M | +3.3% | +3.5% | -0.2% | +2.0% |
| 6M | -15.7% | +8.5% | -24.2% | -18.3% |
| YTD | -28.2% | +12.3% | -40.6% | -31.5% |
| 1Y | -34.5% | +18.9% | -53.5% | -38.8% |
| 3Y | -2.9% | +74.1% | -77.0% | -23.6% |
| All | -2.9% | +73.4% | -76.3% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling