+155.1%
NEM vs ADSK
-25.3%
+180.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -1.0% | -2.5% | +1.5% | -0.7% |
| 30D | +7.8% | -14.9% | +22.7% | +9.9% |
| 3M | +30.2% | +3.3% | +26.9% | +29.1% |
| 6M | +9.6% | -15.7% | +25.3% | +11.4% |
| YTD | +27.8% | -28.2% | +56.1% | +33.0% |
| 1Y | +60.7% | -34.5% | +95.3% | +69.7% |
| 3Y | +245.3% | -2.9% | +248.2% | +239.2% |
| All | +155.1% | -25.3% | +180.5% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling