+194.3%
NOK vs ADSK
-3.2%
+197.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | +11.0% | -2.5% | +13.5% | +11.2% |
| 30D | +7.8% | -14.9% | +22.7% | +9.7% |
| 3M | -21.0% | +3.3% | -24.3% | -22.4% |
| 6M | +40.9% | -15.7% | +56.5% | +44.3% |
| YTD | +72.0% | -28.2% | +100.3% | +84.4% |
| 1Y | +140.9% | -34.5% | +175.5% | +164.7% |
| 3Y | +194.3% | -2.9% | +197.2% | +172.7% |
| All | +194.3% | -3.2% | +197.5% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling