+580.8%
ADSK vs FANG
+1,412.9%
-832.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | +2.9% | -5.4% | -3.0% |
| 30D | -14.9% | +2.6% | -17.5% | -15.3% |
| 3M | +3.3% | +7.6% | -4.3% | +1.6% |
| 6M | -15.7% | +17.3% | -33.0% | -18.6% |
| YTD | -28.2% | +38.7% | -66.9% | -33.1% |
| 1Y | -34.5% | +51.6% | -86.2% | -40.1% |
| 3Y | -2.9% | +50.0% | -52.9% | -12.6% |
| 5Y | -25.3% | +237.6% | -262.9% | -43.4% |
| 10Y | +217.8% | +180.7% | +37.1% | +117.1% |
| All | +580.8% | +1,412.9% | -832.1% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling