-24.0%
NKE vs ADSK
+222.2%
-246.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.2% | -2.5% | -1.6% | -3.4% |
| 30D | -8.2% | -14.9% | +6.7% | -3.4% |
| 3M | -19.1% | +3.3% | -22.4% | -20.5% |
| 6M | -32.6% | -15.7% | -17.0% | -29.6% |
| YTD | -40.7% | -28.2% | -12.5% | -34.8% |
| 1Y | -48.9% | -34.5% | -14.3% | -41.9% |
| 3Y | -59.2% | -2.9% | -56.3% | -60.7% |
| 5Y | -75.3% | -25.3% | -50.0% | -75.1% |
| All | -24.0% | +222.2% | -246.2% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling