-16.4%
ADSK vs FE
-6.4%
-10.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -8.4% |
| 7D | -16.4% | +1.9% | -18.3% | -15.9% |
| 30D | -9.2% | -1.2% | -8.1% | -9.4% |
| 3M | -6.7% | +3.5% | -10.2% | -4.7% |
| All | -16.4% | -6.4% | -10.1% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling