-19.0%
ADSK vs FICO
+91.4%
-110.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | +2.2% | -1.2% | +0.2% |
| 30D | +14.4% | +0.1% | +14.3% | +13.7% |
| 3M | +2.5% | -35.2% | +37.7% | +17.9% |
| 6M | +14.5% | -32.4% | +46.8% | +28.1% |
| YTD | -10.7% | -57.4% | +46.7% | +19.4% |
| 1Y | -11.0% | -58.5% | +47.5% | +20.1% |
| 3Y | +25.9% | -28.9% | +54.7% | +15.9% |
| All | -19.0% | +91.4% | -110.4% | -57.9% |
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