-21.4%
NOW vs ADSK
-31.6%
+10.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.3% | +5.3% | +5.0% |
| 7D | -2.4% | -16.4% | +14.0% | +15.9% |
| 30D | +20.5% | -9.2% | +29.7% | +31.3% |
| 3M | +18.3% | -6.7% | +25.1% | +25.2% |
| 6M | +24.1% | -15.5% | +39.6% | +44.7% |
| YTD | -7.8% | -26.4% | +18.6% | +19.4% |
| 1Y | -21.4% | -31.9% | +10.5% | +7.0% |
| All | -21.4% | -31.6% | +10.2% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling