+2,273.5%
ADSK vs FE
+561.4%
+1,712.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -8.1% |
| 7D | -16.4% | +1.9% | -18.3% | -17.0% |
| 30D | -9.2% | -1.2% | -8.1% | -8.9% |
| 3M | -6.7% | +3.5% | -10.2% | -8.0% |
| 6M | -15.5% | -6.1% | -9.4% | -14.1% |
| YTD | -26.4% | +7.6% | -34.0% | -28.7% |
| 1Y | -31.9% | +11.9% | -43.8% | -35.0% |
| 3Y | -1.0% | +48.4% | -49.4% | -16.0% |
| 5Y | -24.5% | +44.8% | -69.3% | -35.8% |
| 10Y | +220.4% | +115.9% | +104.5% | +127.9% |
| All | +2,273.5% | +561.4% | +1,712.1% | +1,324.8% |
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 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