+40.6%
NVDL vs ADSK
-31.6%
+72.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +1.7% |
| 7D | +11.7% | -16.4% | +28.1% | +12.0% |
| 30D | +7.8% | -9.2% | +17.1% | +8.8% |
| 3M | +3.3% | -6.7% | +10.0% | +7.4% |
| 6M | +38.9% | -15.5% | +54.4% | +46.0% |
| YTD | +28.5% | -26.4% | +54.9% | +47.9% |
| 1Y | +40.6% | -31.9% | +72.5% | +61.7% |
| All | +40.6% | -31.6% | +72.2% | +61.7% |
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