-28.2%
ADSK vs FE
+46.0%
-74.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -14.5% | -0.2% | -14.4% | -14.5% |
| 30D | -19.3% | -1.2% | -18.1% | -19.1% |
| 3M | -7.8% | +1.7% | -9.4% | -8.3% |
| 6M | -20.8% | -7.5% | -13.3% | -19.4% |
| YTD | -30.2% | +6.3% | -36.5% | -31.8% |
| 1Y | -36.5% | +10.9% | -47.3% | -38.8% |
| 3Y | -5.7% | +46.9% | -52.7% | -20.2% |
| 5Y | -28.2% | +47.6% | -75.8% | -41.4% |
| All | -28.2% | +46.0% | -74.2% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling