-10.6%
ADSK vs FANG
+32.1%
-42.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.5% |
| 7D | +11.3% | -13.0% | +24.4% | +10.2% |
| 30D | +16.4% | -2.9% | +19.3% | +15.8% |
| 3M | +12.1% | -3.0% | +15.1% | +12.1% |
| 6M | +7.9% | -11.9% | +19.9% | +7.1% |
| YTD | -9.1% | +21.5% | -30.6% | -4.3% |
| 1Y | -10.6% | +34.0% | -44.5% | -8.9% |
| All | -10.6% | +32.1% | -42.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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