+384.6%
NVDA vs ADSK
-3.2%
+387.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -5.1% | -2.5% | -2.6% | -4.2% |
| 30D | -2.5% | -14.9% | +12.4% | +3.4% |
| 3M | +6.7% | +3.3% | +3.3% | +3.0% |
| 6M | +17.6% | -15.7% | +33.3% | +24.2% |
| YTD | +17.3% | -28.2% | +45.6% | +36.0% |
| 1Y | +23.5% | -34.5% | +58.1% | +51.7% |
| 3Y | +384.6% | -2.9% | +387.5% | +343.2% |
| All | +384.6% | -3.2% | +387.9% | +343.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling