+471.2%
NEM vs ADSK
+4,774.6%
-4,303.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -1.0% | -2.5% | +1.5% | -0.8% |
| 30D | +7.8% | -14.9% | +22.7% | +8.9% |
| 3M | +30.2% | +3.3% | +26.9% | +29.7% |
| 6M | +9.6% | -15.7% | +25.3% | +10.4% |
| YTD | +27.8% | -28.2% | +56.1% | +30.0% |
| 1Y | +60.7% | -34.5% | +95.3% | +64.4% |
| 3Y | +245.3% | -2.9% | +248.2% | +243.3% |
| 5Y | +155.3% | -25.3% | +180.7% | +155.6% |
| 10Y | +313.2% | +217.8% | +95.4% | +277.0% |
| All | +471.2% | +4,774.6% | -4,303.5% | +398.8% |
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