-2.9%
ADSK vs FANG
+45.3%
-48.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | +2.9% | -5.4% | -2.8% |
| 30D | -14.9% | +2.6% | -17.5% | -15.1% |
| 3M | +3.3% | +7.6% | -4.3% | +2.2% |
| 6M | -15.7% | +17.3% | -33.0% | -17.9% |
| YTD | -28.2% | +38.7% | -66.9% | -31.9% |
| 1Y | -34.5% | +51.6% | -86.2% | -39.0% |
| 3Y | -2.9% | +50.0% | -52.9% | -10.1% |
| All | -2.9% | +45.3% | -48.2% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling