+7,150.9%
NEE vs ADSK
+4,756.5%
+2,394.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | -1.9% | -10.9% | +9.0% | -0.9% |
| 30D | -3.1% | -15.9% | +12.8% | -1.6% |
| 3M | -2.4% | -4.4% | +1.9% | -2.3% |
| 6M | -8.6% | -16.6% | +8.0% | -7.5% |
| YTD | +4.9% | -28.5% | +33.4% | +7.6% |
| 1Y | +19.4% | -34.6% | +54.0% | +23.5% |
| 3Y | +34.9% | -3.5% | +38.3% | +32.9% |
| 5Y | +11.0% | -25.6% | +36.6% | +11.0% |
| 10Y | +252.3% | +216.6% | +35.7% | +205.6% |
| All | +7,150.9% | +4,756.5% | +2,394.4% | +4,836.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling