-24.5%
ADSK vs NYT
+38.8%
-63.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | -14.9% | +4.6% | -19.5% | -16.5% |
| 3M | +3.3% | -9.6% | +12.9% | +7.0% |
| 6M | -15.7% | -14.0% | -1.7% | -11.5% |
| YTD | -28.2% | -2.8% | -25.4% | -28.8% |
| 1Y | -34.5% | +15.6% | -50.1% | -40.2% |
| 3Y | -2.9% | +56.3% | -59.2% | -26.2% |
| All | -24.5% | +38.8% | -63.3% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling