+215.4%
ADSK vs FDS
+64.8%
+150.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.1% |
| 7D | -2.5% | -14.0% | +11.5% | +6.1% |
| 30D | -14.9% | -6.2% | -8.6% | -11.8% |
| 3M | +3.3% | +10.2% | -6.8% | -3.1% |
| 6M | -15.7% | +27.4% | -43.1% | -27.9% |
| YTD | -28.2% | -9.3% | -19.0% | -25.7% |
| 1Y | -34.5% | -28.6% | -5.9% | -22.8% |
| 3Y | -2.9% | -36.8% | +33.9% | +20.8% |
| 5Y | -25.3% | -28.6% | +3.3% | -14.2% |
| All | +215.4% | +64.8% | +150.6% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling