-31.9%
ADSK vs NVTS
+109.2%
-141.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +6.3% | -14.6% | -8.2% |
| 7D | -16.4% | +2.7% | -19.1% | -16.3% |
| 30D | -9.2% | -4.5% | -4.8% | -9.3% |
| 3M | -6.7% | -61.5% | +54.8% | -6.2% |
| 6M | -15.5% | +28.0% | -43.5% | -18.8% |
| YTD | -26.4% | +65.3% | -91.7% | -29.6% |
| 1Y | -31.9% | +113.0% | -144.9% | -38.6% |
| All | -31.9% | +109.2% | -141.1% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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