-34.5%
ADSK vs NVTS
+105.1%
-139.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.4% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | -14.9% | -16.5% | +1.6% | -15.1% |
| 3M | +3.3% | -47.6% | +51.0% | +3.5% |
| 6M | -15.7% | +7.3% | -22.9% | -18.5% |
| YTD | -28.2% | +62.9% | -91.1% | -31.4% |
| 1Y | -34.5% | +91.3% | -125.8% | -41.6% |
| All | -34.5% | +105.1% | -139.7% | -41.6% |
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