-24.4%
NOW vs ADSK
-19.5%
-4.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -5.6% | -3.7% | -1.8% | -2.7% |
| 30D | -26.8% | +11.3% | -38.1% | -33.2% |
| 3M | -19.4% | +3.3% | -22.8% | -22.4% |
| 6M | +12.3% | +10.1% | +2.2% | +2.9% |
| YTD | -32.9% | -12.2% | -20.8% | -26.1% |
| 1Y | -40.3% | -13.9% | -26.4% | -33.3% |
| 3Y | -19.1% | +23.5% | -42.5% | -32.7% |
| 5Y | -24.4% | -20.0% | -4.3% | -27.4% |
| All | -24.4% | -19.5% | -4.8% | -27.4% |
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