+0.8%
NOW vs ADSK
-28.7%
+29.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -0.2% |
| 7D | -4.1% | -14.5% | +10.4% | +8.4% |
| 30D | +2.9% | -19.3% | +22.2% | +21.8% |
| 3M | +22.6% | -7.8% | +30.4% | +30.4% |
| 6M | +7.5% | -20.8% | +28.3% | +30.6% |
| YTD | -14.4% | -30.2% | +15.8% | +14.3% |
| 1Y | -29.8% | -36.5% | +6.7% | +0.5% |
| 3Y | +9.2% | -5.7% | +15.0% | +13.5% |
| 5Y | +0.8% | -28.2% | +29.0% | +10.5% |
| All | +0.8% | -28.7% | +29.5% | +10.5% |
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