-2.9%
ADSK vs NYT
+56.2%
-59.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -14.9% | +4.6% | -19.5% | -16.0% |
| 3M | +3.3% | -9.6% | +12.9% | +5.7% |
| 6M | -15.7% | -14.0% | -1.7% | -12.9% |
| YTD | -28.2% | -2.8% | -25.4% | -28.6% |
| 1Y | -34.5% | +15.6% | -50.1% | -38.4% |
| 3Y | -2.9% | +56.3% | -59.2% | -20.9% |
| All | -2.9% | +56.2% | -59.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling