+780.0%
NOW vs ADSK
+221.0%
+559.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.7% |
| 7D | -9.9% | -10.9% | +1.0% | -2.4% |
| 30D | +2.8% | -15.9% | +18.7% | +16.0% |
| 3M | +23.7% | -4.4% | +28.0% | +27.6% |
| 6M | +12.5% | -16.6% | +29.1% | +29.4% |
| YTD | -14.4% | -28.5% | +14.1% | +9.5% |
| 1Y | -29.0% | -34.6% | +5.7% | -3.6% |
| 3Y | +9.3% | -3.5% | +12.8% | +12.3% |
| 5Y | +1.2% | -25.6% | +26.8% | +19.8% |
| All | +780.0% | +221.0% | +559.0% | +351.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling