-35.1%
ADSK vs FICO
-39.2%
+4.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -14.3% | -15.4% | +1.1% | -9.4% |
| 30D | -14.8% | -10.4% | -4.4% | -11.6% |
| 3M | -5.7% | -22.7% | +17.0% | +2.1% |
| 6M | -18.7% | -36.8% | +18.1% | -8.4% |
| YTD | -28.3% | -44.8% | +16.5% | -18.0% |
| 1Y | -35.1% | -39.3% | +4.3% | -26.6% |
| All | -35.1% | -39.2% | +4.1% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling