-25.6%
ADSK vs FDX
+62.9%
-88.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -10.9% | -3.9% | -7.1% | -9.6% |
| 30D | -15.9% | -3.3% | -12.6% | -14.9% |
| 3M | -4.4% | -2.0% | -2.4% | -4.3% |
| 6M | -16.6% | +8.0% | -24.7% | -20.2% |
| YTD | -28.5% | +35.0% | -63.5% | -37.8% |
| 1Y | -34.6% | +73.7% | -108.3% | -48.9% |
| 3Y | -3.5% | +61.6% | -65.0% | -26.4% |
| 5Y | -25.6% | +65.4% | -91.0% | -47.4% |
| All | -25.6% | +62.9% | -88.5% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling