+10.5%
NEM vs ADSK
-20.8%
+31.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +0.9% |
| 7D | +3.1% | -14.5% | +17.6% | +0.9% |
| 30D | +10.0% | -19.3% | +29.3% | +7.0% |
| 3M | +30.9% | -7.8% | +38.7% | +30.7% |
| 6M | +10.5% | -20.8% | +31.3% | +8.2% |
| All | +10.5% | -20.8% | +31.3% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling