+29.6%
ADSK vs FICO
-24.3%
+53.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +4.9% | -0.9% | +5.8% | +5.1% |
| 30D | +11.3% | +3.3% | +8.0% | +9.5% |
| 3M | +7.9% | -31.7% | +39.7% | +18.7% |
| 6M | +7.7% | -34.0% | +41.6% | +19.4% |
| YTD | -11.6% | -58.3% | +46.7% | +10.6% |
| 1Y | -11.2% | -57.9% | +46.7% | +10.6% |
| 3Y | +29.6% | -24.1% | +53.6% | +22.8% |
| All | +29.6% | -24.3% | +53.8% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling