-24.2%
ADSK vs FICO
+99.8%
-124.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -16.7% | +8.4% | -1.2% |
| 7D | -16.4% | -19.2% | +2.8% | -8.8% |
| 30D | -9.2% | -14.6% | +5.4% | -3.4% |
| 3M | -6.7% | -20.1% | +13.4% | +1.2% |
| 6M | -15.5% | -36.3% | +20.8% | -0.7% |
| YTD | -26.4% | -44.9% | +18.5% | -8.2% |
| 1Y | -31.9% | -38.6% | +6.7% | -20.5% |
| 3Y | -1.0% | +4.0% | -4.9% | -20.6% |
| All | -24.2% | +99.8% | -124.0% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling