-11.0%
ADSK vs FE
+5.8%
-16.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +2.1% |
| 7D | +1.0% | +1.2% | -0.2% | +1.2% |
| 30D | +14.4% | +4.5% | +9.9% | +15.4% |
| 3M | +2.5% | +1.3% | +1.2% | +2.2% |
| 6M | +14.5% | +8.7% | +5.8% | +17.4% |
| YTD | -10.7% | +9.2% | -19.9% | -6.8% |
| 1Y | -11.0% | +7.0% | -18.0% | -7.6% |
| All | -11.0% | +5.8% | -16.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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