-31.9%
ADSK vs FGI
+81.8%
-113.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +7.5% | -15.8% | -8.3% |
| 7D | -16.4% | +0.5% | -16.9% | -16.4% |
| 30D | -9.2% | +65.4% | -74.6% | -10.1% |
| 3M | -6.7% | +23.5% | -30.2% | -7.5% |
| 6M | -15.5% | +60.5% | -76.0% | -16.3% |
| YTD | -26.4% | +30.0% | -56.4% | -26.9% |
| 1Y | -31.9% | +82.1% | -114.0% | -31.9% |
| All | -31.9% | +81.8% | -113.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling