+4,494.7%
ADSK vs NSC
+5,636.1%
-1,141.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.0% |
| 7D | -14.5% | -2.0% | -12.5% | -13.8% |
| 30D | -19.3% | -3.2% | -16.1% | -18.2% |
| 3M | -7.8% | +3.9% | -11.7% | -9.5% |
| 6M | -20.8% | +7.8% | -28.5% | -23.9% |
| YTD | -30.2% | +13.4% | -43.6% | -34.6% |
| 1Y | -36.5% | +20.3% | -56.8% | -42.0% |
| 3Y | -5.7% | +76.1% | -81.8% | -28.3% |
| 5Y | -28.2% | +45.0% | -73.2% | -40.8% |
| 10Y | +209.1% | +335.7% | -126.6% | +59.1% |
| All | +4,494.7% | +5,636.1% | -1,141.4% | +794.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling