+14,546.7%
NVDA vs ADSK
+222.2%
+14,324.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -5.1% | -2.5% | -2.6% | -3.6% |
| 30D | -2.5% | -14.9% | +12.4% | +7.6% |
| 3M | +6.7% | +3.3% | +3.3% | +0.7% |
| 6M | +17.6% | -15.7% | +33.3% | +25.2% |
| YTD | +17.3% | -28.2% | +45.6% | +37.8% |
| 1Y | +23.5% | -34.5% | +58.1% | +54.4% |
| 3Y | +384.6% | -2.9% | +387.5% | +342.0% |
| 5Y | +875.4% | -25.3% | +900.7% | +955.7% |
| All | +14,546.7% | +222.2% | +14,324.5% | +6,676.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling