+2,921.5%
ADSK vs FDS
+9,090.7%
-6,169.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -0.9% |
| 7D | -14.3% | -5.4% | -8.9% | -12.3% |
| 30D | -14.8% | +1.6% | -16.4% | -15.3% |
| 3M | -5.7% | +17.7% | -23.4% | -11.9% |
| 6M | -18.7% | +29.1% | -47.7% | -27.1% |
| YTD | -28.3% | +1.0% | -29.3% | -29.4% |
| 1Y | -35.1% | -21.6% | -13.4% | -30.0% |
| 3Y | -3.2% | -30.1% | +26.9% | +8.3% |
| 5Y | -26.7% | -20.7% | -6.0% | -21.5% |
| 10Y | +208.4% | +78.3% | +130.1% | +141.4% |
| All | +2,921.5% | +9,090.7% | -6,169.1% | +879.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling