+23.5%
NVDA vs ADSK
-34.7%
+58.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -5.1% | -2.5% | -2.6% | -5.1% |
| 30D | -2.5% | -14.9% | +12.4% | -2.0% |
| 3M | +6.7% | +3.3% | +3.3% | +7.2% |
| 6M | +17.6% | -15.7% | +33.3% | +20.5% |
| YTD | +17.3% | -28.2% | +45.6% | +27.0% |
| 1Y | +23.5% | -34.5% | +58.1% | +35.3% |
| All | +23.5% | -34.7% | +58.2% | +35.3% |
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