-30.8%
ADSK vs NVTS
-17.0%
-13.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.4% |
| 7D | -14.5% | +3.5% | -18.0% | -14.8% |
| 30D | -19.3% | -11.9% | -7.4% | -18.8% |
| 3M | -7.8% | -49.2% | +41.4% | -4.5% |
| 6M | -20.8% | +38.4% | -59.2% | -26.0% |
| YTD | -30.2% | +62.5% | -92.7% | -36.3% |
| 1Y | -36.5% | +101.4% | -137.9% | -44.2% |
| 3Y | -5.7% | +40.4% | -46.2% | -17.9% |
| All | -30.8% | -17.0% | -13.8% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling