+208.4%
ADSK vs FICO
+607.5%
-399.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -14.3% | -15.4% | +1.1% | -7.2% |
| 30D | -14.8% | -10.4% | -4.4% | -10.4% |
| 3M | -5.7% | -22.7% | +17.0% | +5.7% |
| 6M | -18.7% | -36.8% | +18.1% | -1.3% |
| YTD | -28.3% | -44.8% | +16.5% | -6.9% |
| 1Y | -35.1% | -39.3% | +4.3% | -21.8% |
| 3Y | -3.2% | +3.7% | -6.9% | -22.5% |
| 5Y | -26.7% | +101.7% | -128.4% | -62.6% |
| 10Y | +208.4% | +602.8% | -394.4% | -42.9% |
| All | +208.4% | +607.5% | -399.1% | -42.9% |
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