+5,900.4%
NKE vs ADSK
+4,774.6%
+1,125.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.2% | -2.5% | -1.6% | -3.7% |
| 30D | -8.2% | -14.9% | +6.7% | -5.4% |
| 3M | -19.1% | +3.3% | -22.4% | -19.8% |
| 6M | -32.6% | -15.7% | -17.0% | -30.8% |
| YTD | -40.7% | -28.2% | -12.5% | -37.3% |
| 1Y | -48.9% | -34.5% | -14.3% | -44.9% |
| 3Y | -59.2% | -2.9% | -56.3% | -59.8% |
| 5Y | -75.3% | -25.3% | -50.0% | -74.8% |
| 10Y | -23.1% | +217.8% | -240.9% | -40.5% |
| All | +5,900.4% | +4,774.6% | +1,125.8% | +2,327.7% |
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 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