+72.7%
NEM vs ADSK
-31.6%
+104.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.3% | +6.5% | -1.9% |
| 7D | +0.3% | -16.4% | +16.7% | 0.0% |
| 30D | +23.1% | -9.2% | +32.3% | +23.1% |
| 3M | +18.5% | -6.7% | +25.2% | +19.3% |
| 6M | +7.8% | -15.5% | +23.3% | +10.6% |
| YTD | +29.1% | -26.4% | +55.5% | +35.6% |
| 1Y | +72.7% | -31.9% | +104.6% | +85.2% |
| All | +72.7% | -31.6% | +104.3% | +85.2% |
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