+1,945.9%
NOW vs ADSK
+672.0%
+1,273.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.7% | -3.6% | +1.9% | +0.8% |
| 30D | -27.4% | +12.6% | -40.0% | -33.3% |
| 3M | -19.4% | +4.0% | -23.4% | -22.2% |
| 6M | +13.1% | +10.5% | +2.6% | +5.3% |
| YTD | -34.3% | -12.3% | -21.9% | -28.0% |
| 1Y | -41.8% | -14.0% | -27.7% | -35.4% |
| 3Y | -20.7% | +23.2% | -43.9% | -31.0% |
| 5Y | -27.2% | -21.2% | -6.0% | -18.3% |
| 10Y | +509.1% | +251.6% | +257.5% | +179.7% |
| All | +1,945.9% | +672.0% | +1,273.9% | +588.4% |
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