+115.1%
NOK vs ADSK
-25.3%
+140.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +11.0% | -2.5% | +13.5% | +11.6% |
| 30D | +7.8% | -14.9% | +22.7% | +11.9% |
| 3M | -21.0% | +3.3% | -24.3% | -23.2% |
| 6M | +40.9% | -15.7% | +56.5% | +44.6% |
| YTD | +72.0% | -28.2% | +100.3% | +86.0% |
| 1Y | +140.9% | -34.5% | +175.5% | +168.4% |
| 3Y | +194.3% | -2.9% | +197.2% | +177.9% |
| All | +115.1% | -25.3% | +140.5% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling