-20.8%
ADSK vs NSC
+8.8%
-29.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.7% |
| 7D | -14.5% | -2.0% | -12.5% | -14.7% |
| 30D | -19.3% | -3.2% | -16.1% | -19.5% |
| 3M | -7.8% | +3.9% | -11.7% | -7.4% |
| 6M | -20.8% | +7.8% | -28.5% | -18.8% |
| All | -20.8% | +8.8% | -29.5% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling