+33.2%
NEE vs ADSK
-3.2%
+36.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -1.3% | -2.5% | +1.2% | -1.4% |
| 30D | -3.3% | -14.9% | +11.5% | -3.6% |
| 3M | -2.3% | +3.3% | -5.6% | -2.2% |
| 6M | -8.9% | -15.7% | +6.8% | -8.9% |
| YTD | +4.8% | -28.2% | +33.0% | +5.4% |
| 1Y | +18.7% | -34.5% | +53.3% | +20.0% |
| 3Y | +33.2% | -2.9% | +36.1% | +23.3% |
| All | +33.2% | -3.2% | +36.5% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling