+1,677.3%
NOK vs ADSK
+3,559.9%
-1,882.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.1% |
| 7D | +8.7% | -10.9% | +19.6% | +12.5% |
| 30D | +12.5% | -15.9% | +28.4% | +18.4% |
| 3M | -20.7% | -4.4% | -16.4% | -21.4% |
| 6M | +36.2% | -16.6% | +52.8% | +40.3% |
| YTD | +64.1% | -28.5% | +92.7% | +77.5% |
| 1Y | +132.4% | -34.6% | +167.0% | +158.7% |
| 3Y | +182.9% | -3.5% | +186.3% | +170.1% |
| 5Y | +102.8% | -25.6% | +128.4% | +103.9% |
| 10Y | +126.8% | +216.6% | -89.8% | +26.4% |
| All | +1,677.3% | +3,559.9% | -1,882.7% | +284.0% |
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