-34.6%
ADSK vs FE
+11.5%
-46.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -10.9% | -1.7% | -9.2% | -11.3% |
| 30D | -15.9% | -1.3% | -14.6% | -16.1% |
| 3M | -4.4% | +0.6% | -5.0% | -4.1% |
| 6M | -16.6% | -6.8% | -9.8% | -18.0% |
| YTD | -28.5% | +6.4% | -34.9% | -28.1% |
| 1Y | -34.6% | +11.3% | -45.9% | -34.4% |
| All | -34.6% | +11.5% | -46.1% | -34.4% |
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