+5,130.0%
ADSK vs FCEL
-99.8%
+5,229.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.3% | +2.9% |
| 7D | -10.9% | +6.3% | -17.2% | -11.6% |
| 30D | -15.9% | -18.8% | +2.9% | -14.9% |
| 3M | -4.4% | -3.8% | -0.5% | -7.2% |
| 6M | -16.6% | +121.1% | -137.8% | -27.0% |
| YTD | -28.5% | +113.3% | -141.8% | -37.8% |
| 1Y | -34.6% | +173.5% | -208.2% | -45.4% |
| 3Y | -3.5% | -63.9% | +60.5% | -10.7% |
| 5Y | -25.6% | -90.7% | +65.1% | -25.1% |
| 10Y | +216.6% | -99.2% | +315.8% | +193.8% |
| All | +5,130.0% | -99.8% | +5,229.7% | +5,095.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling