+23.8%
ADSK vs FE
+49.2%
-25.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | +11.3% | +3.6% | +7.7% | +11.4% |
| 3M | +3.3% | +0.3% | +3.0% | +3.3% |
| 6M | +10.1% | +6.4% | +3.7% | +10.2% |
| YTD | -12.2% | +8.1% | -20.3% | -12.5% |
| 1Y | -13.9% | +4.6% | -18.5% | -14.1% |
| All | +23.8% | +49.2% | -25.4% | +15.8% |
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