+4,623.3%
ADSK vs NYT
+758.3%
+3,864.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.2% |
| 3M | +3.3% | -9.6% | +12.9% | +6.4% |
| 6M | -15.7% | -14.0% | -1.7% | -12.1% |
| YTD | -28.2% | -2.8% | -25.4% | -28.4% |
| 1Y | -34.5% | +15.6% | -50.1% | -38.6% |
| 3Y | -2.9% | +56.3% | -59.2% | -19.1% |
| 5Y | -25.3% | +39.5% | -64.8% | -36.3% |
| 10Y | +217.8% | +488.0% | -270.3% | +61.0% |
| All | +4,623.3% | +758.3% | +3,864.9% | +1,723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling