+259.5%
ADSK vs FICO
+527.0%
-267.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.0% | +2.2% | -1.2% | 0.0% |
| 30D | +14.4% | +0.1% | +14.3% | +13.6% |
| 3M | +2.5% | -35.2% | +37.7% | +20.7% |
| 6M | +14.5% | -32.4% | +46.8% | +30.1% |
| YTD | -10.7% | -57.4% | +46.7% | +25.7% |
| 1Y | -11.0% | -58.5% | +47.5% | +26.7% |
| 3Y | +25.9% | -28.9% | +54.7% | +18.1% |
| 5Y | -19.7% | +91.7% | -111.4% | -60.9% |
| All | +259.5% | +527.0% | -267.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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