-13.8%
ADSK vs FICO
-59.6%
+45.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.7% | +4.0% | -7.7% | -4.8% |
| 30D | +11.3% | -1.5% | +12.8% | +11.4% |
| 3M | +3.3% | -29.8% | +33.1% | +14.5% |
| 6M | +10.1% | -33.3% | +43.4% | +24.1% |
| YTD | -12.2% | -56.9% | +44.7% | +13.4% |
| All | -13.8% | -59.6% | +45.8% | +12.5% |
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