-12.9%
ADSK vs FICO
-58.1%
+45.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +3.1% | +0.9% | +2.2% | +2.7% |
| 30D | +10.5% | +9.4% | +1.1% | +6.9% |
| 3M | +1.6% | -30.4% | +32.0% | +12.9% |
| 6M | +6.4% | -35.1% | +41.5% | +21.0% |
| YTD | -12.1% | -56.8% | +44.7% | +13.5% |
| 1Y | -12.9% | -58.4% | +45.5% | +13.5% |
| All | -12.9% | -58.1% | +45.2% | +13.5% |
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