-32.5%
NVDL vs ADSK
-10.6%
-21.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -0.3% | -18.3% | -18.6% |
| 7D | -28.8% | +11.3% | -40.1% | -28.0% |
| 30D | -44.0% | +16.4% | -60.4% | -43.3% |
| 3M | -35.6% | +12.1% | -47.8% | -34.1% |
| 6M | -25.3% | +7.9% | -33.2% | -20.5% |
| YTD | -23.3% | -9.1% | -14.2% | -5.7% |
| 1Y | -32.5% | -10.6% | -21.9% | -16.3% |
| All | -32.5% | -10.6% | -21.9% | -16.3% |
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