-2.9%
ADSK vs FCEL
-62.7%
+59.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | +0.3% |
| 7D | -2.5% | +6.3% | -8.8% | -2.6% |
| 30D | -14.9% | -26.7% | +11.8% | -14.5% |
| 3M | +3.3% | -10.2% | +13.5% | +2.3% |
| 6M | -15.7% | +123.5% | -139.1% | -20.5% |
| YTD | -28.2% | +117.4% | -145.6% | -32.6% |
| 1Y | -34.5% | +146.0% | -180.5% | -39.4% |
| 3Y | -2.9% | -61.9% | +59.0% | -0.1% |
| All | -2.9% | -62.7% | +59.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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