+215.4%
ADSK vs FDX
+182.5%
+32.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -3.3% | +0.7% | -1.1% |
| 30D | -14.9% | -4.5% | -10.4% | -13.2% |
| 3M | +3.3% | -7.3% | +10.7% | +6.2% |
| 6M | -15.7% | +7.5% | -23.2% | -19.6% |
| YTD | -28.2% | +35.1% | -63.3% | -38.6% |
| 1Y | -34.5% | +71.4% | -106.0% | -49.8% |
| 3Y | -2.9% | +60.8% | -63.7% | -27.1% |
| 5Y | -25.3% | +65.5% | -90.8% | -46.5% |
| All | +215.4% | +182.5% | +32.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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