+215.4%
ADSK vs NTRS
+259.9%
-44.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -2.5% | +1.4% | -3.9% | -3.2% |
| 30D | -14.9% | -0.7% | -14.2% | -14.7% |
| 3M | +3.3% | +11.3% | -8.0% | -2.5% |
| 6M | -15.7% | +35.5% | -51.2% | -28.4% |
| YTD | -28.2% | +40.6% | -68.8% | -40.5% |
| 1Y | -34.5% | +49.2% | -83.8% | -47.5% |
| 3Y | -2.9% | +167.2% | -170.1% | -44.0% |
| 5Y | -25.3% | +94.9% | -120.3% | -50.2% |
| All | +215.4% | +259.9% | -44.6% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling