-3.3%
ADSK vs FE
+47.0%
-50.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -10.9% | -1.7% | -9.2% | -10.9% |
| 30D | -15.9% | -1.3% | -14.6% | -15.9% |
| 3M | -4.4% | +0.6% | -5.0% | -4.4% |
| 6M | -16.6% | -6.8% | -9.8% | -16.6% |
| YTD | -28.5% | +6.4% | -34.9% | -28.8% |
| 1Y | -34.6% | +11.3% | -45.9% | -35.1% |
| All | -3.3% | +47.0% | -50.2% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling