+2,490.2%
NVDL vs ADSK
+0.7%
+2,489.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -10.3% | -2.5% | -7.8% | -8.6% |
| 30D | -7.1% | -14.9% | +7.8% | +4.8% |
| 3M | +6.6% | +3.3% | +3.3% | -2.4% |
| 6M | +21.1% | -15.7% | +36.7% | +31.2% |
| YTD | +15.2% | -28.2% | +43.5% | +46.3% |
| 1Y | +18.8% | -34.5% | +53.3% | +67.3% |
| 3Y | +649.9% | -2.9% | +652.8% | +581.2% |
| All | +2,490.2% | +0.7% | +2,489.4% | +1,949.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling