+3.4%
NU vs ADSK
-31.6%
+35.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.3% | -1.2% |
| 7D | +7.5% | -16.4% | +23.9% | +9.3% |
| 30D | +6.1% | -9.2% | +15.4% | +6.9% |
| 3M | +26.8% | -6.7% | +33.6% | +27.2% |
| 6M | +2.5% | -15.5% | +18.0% | +4.9% |
| YTD | -8.2% | -26.4% | +18.2% | +0.2% |
| 1Y | +3.4% | -31.9% | +35.3% | +15.0% |
| All | +3.4% | -31.6% | +35.0% | +15.0% |
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