-34.5%
ADSK vs FDX
+76.4%
-111.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -3.3% | +0.7% | -2.5% |
| 30D | -14.9% | -4.5% | -10.4% | -14.9% |
| 3M | +3.3% | -7.3% | +10.7% | +3.5% |
| 6M | -15.7% | +7.5% | -23.2% | -16.3% |
| YTD | -28.2% | +35.1% | -63.3% | -32.2% |
| 1Y | -34.5% | +71.4% | -106.0% | -42.3% |
| All | -34.5% | +76.4% | -111.0% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling