-24.1%
NU vs ADSK
-10.6%
-13.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.0% | -3.8% | +2.2% |
| 7D | +0.2% | +11.4% | -11.3% | -1.4% |
| 30D | -21.0% | +21.9% | -42.9% | -23.3% |
| 3M | -16.3% | +13.9% | -30.2% | -18.6% |
| 6M | -15.3% | +9.1% | -24.4% | -16.9% |
| YTD | -28.4% | -8.8% | -19.6% | -24.0% |
| 1Y | -24.1% | -10.2% | -13.9% | -18.3% |
| All | -24.1% | -10.6% | -13.5% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling