+2,780.2%
ADSK vs FE
+571.3%
+2,208.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +1.0% | +1.2% | -0.2% | +0.6% |
| 30D | +14.4% | +4.5% | +9.9% | +12.7% |
| 3M | +2.5% | +1.3% | +1.2% | +2.0% |
| 6M | +14.5% | +8.7% | +5.8% | +10.9% |
| YTD | -10.7% | +9.2% | -19.9% | -14.0% |
| 1Y | -11.0% | +7.0% | -18.0% | -13.7% |
| 3Y | +25.9% | +51.4% | -25.5% | +6.2% |
| 5Y | -19.7% | +47.7% | -67.4% | -32.1% |
| 10Y | +258.2% | +125.0% | +133.3% | +151.5% |
| All | +2,780.2% | +571.3% | +2,208.9% | +1,620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling