+1,978.3%
NOW vs ADSK
+686.7%
+1,291.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.3% |
| 7D | +0.3% | +1.0% | -0.8% | -0.4% |
| 30D | -27.0% | +14.4% | -41.4% | -33.6% |
| 3M | -19.6% | +2.5% | -22.2% | -21.6% |
| 6M | +17.5% | +14.5% | +3.0% | +6.8% |
| YTD | -33.3% | -10.7% | -22.6% | -27.7% |
| 1Y | -39.8% | -11.0% | -28.8% | -34.7% |
| 3Y | -19.9% | +25.9% | -45.8% | -31.3% |
| 5Y | -26.1% | -19.7% | -6.3% | -18.1% |
| 10Y | +518.7% | +258.2% | +260.5% | +180.6% |
| All | +1,978.3% | +686.7% | +1,291.5% | +590.4% |
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 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