+151.8%
NBIS vs ADSK
-34.7%
+186.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.4% |
| 7D | -0.8% | -2.5% | +1.7% | -1.6% |
| 30D | -13.4% | -14.9% | +1.5% | -17.3% |
| 3M | +1.0% | +3.3% | -2.3% | +0.5% |
| 6M | +100.5% | -15.7% | +116.2% | +108.2% |
| YTD | +168.3% | -28.2% | +196.5% | +203.5% |
| 1Y | +151.8% | -34.5% | +186.3% | +218.7% |
| All | +151.8% | -34.7% | +186.5% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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