+5.5%
ADSK vs NVD
-99.1%
+104.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.0% | +2.8% |
| 7D | -10.9% | +9.0% | -19.9% | -10.3% |
| 30D | -15.9% | -5.5% | -10.4% | -16.0% |
| 3M | -4.4% | -24.6% | +20.3% | -6.2% |
| 6M | -16.6% | -42.1% | +25.4% | -19.6% |
| YTD | -28.5% | -44.3% | +15.8% | -31.0% |
| 1Y | -34.6% | -54.2% | +19.5% | -37.7% |
| 3Y | -3.5% | -99.1% | +95.7% | -39.0% |
| All | +5.5% | -99.1% | +104.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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