-25.6%
ADSK vs FDS
-28.1%
+2.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.8% | +8.2% | +5.6% |
| 7D | -10.9% | -16.0% | +5.1% | -2.0% |
| 30D | -15.9% | -6.7% | -9.2% | -12.7% |
| 3M | -4.4% | +6.0% | -10.3% | -7.8% |
| 6M | -16.6% | +25.1% | -41.7% | -27.1% |
| YTD | -28.5% | -8.1% | -20.4% | -26.1% |
| 1Y | -34.6% | -26.0% | -8.6% | -24.0% |
| 3Y | -3.5% | -36.4% | +33.0% | +20.1% |
| 5Y | -25.6% | -27.7% | +2.1% | -7.7% |
| All | -25.6% | -28.1% | +2.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling