-31.7%
NKE vs ADSK
-10.6%
-21.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.0% | -1.8% | +3.5% |
| 7D | +9.0% | +11.4% | -2.4% | +6.3% |
| 30D | +19.2% | +21.9% | -2.7% | +14.1% |
| 3M | -1.5% | +13.9% | -15.3% | -4.7% |
| 6M | -4.2% | +9.1% | -13.3% | -7.3% |
| YTD | -34.8% | -8.8% | -26.0% | -36.8% |
| 1Y | -31.7% | -10.2% | -21.5% | -33.2% |
| All | -31.7% | -10.6% | -21.0% | -33.2% |
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