-10.6%
ADSK vs NTRS
+37.4%
-48.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.1% |
| 7D | +11.3% | -0.9% | +12.2% | +11.4% |
| 30D | +16.4% | +1.1% | +15.2% | +16.2% |
| 3M | +12.1% | -6.6% | +18.7% | +12.5% |
| 6M | +7.9% | +7.1% | +0.9% | +4.6% |
| YTD | -9.1% | +27.4% | -36.4% | -17.5% |
| 1Y | -10.6% | +36.5% | -47.1% | -21.1% |
| All | -10.6% | +37.4% | -48.0% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling