+889.8%
NVDA vs ADSK
-25.3%
+915.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 3M | +6.7% | +3.3% | +3.3% | +0.5% |
| 6M | +17.6% | -15.7% | +33.3% | +25.6% |
| YTD | +17.3% | -28.2% | +45.6% | +39.6% |
| 1Y | +23.5% | -34.5% | +58.1% | +57.5% |
| 3Y | +384.6% | -2.9% | +387.5% | +327.2% |
| All | +889.8% | -25.3% | +915.1% | +808.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling