-20.5%
ADSK vs FICO
+81.4%
-101.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | +7.9% | -31.7% | +39.7% | +21.3% |
| 6M | +7.7% | -34.0% | +41.6% | +21.6% |
| YTD | -11.6% | -58.3% | +46.7% | +19.1% |
| 1Y | -11.2% | -57.9% | +46.7% | +18.8% |
| 3Y | +29.6% | -24.1% | +53.6% | +14.7% |
| All | -20.5% | +81.4% | -101.9% | -57.4% |
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