+13.1%
ADSK vs FGI
-74.8%
+87.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -25.2% | +27.1% | +2.3% |
| 7D | +1.0% | -14.4% | +15.4% | +1.2% |
| 30D | +14.4% | -11.8% | +26.2% | +14.5% |
| 3M | +2.5% | -46.2% | +48.8% | +3.3% |
| 6M | +14.5% | +5.2% | +9.3% | +12.8% |
| YTD | -10.7% | +10.5% | -21.2% | -12.6% |
| 1Y | -11.0% | +25.5% | -36.5% | -13.4% |
| 3Y | +25.9% | -16.0% | +41.9% | +21.1% |
| All | +13.1% | -74.8% | +87.9% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling