+4,745.6%
ADSK vs FICO
+104,095.6%
-99,350.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -16.7% | +8.4% | -3.9% |
| 7D | -16.4% | -19.2% | +2.8% | -11.8% |
| 30D | -9.2% | -14.6% | +5.4% | -5.6% |
| 3M | -6.7% | -20.1% | +13.4% | -1.7% |
| 6M | -15.5% | -36.3% | +20.8% | -6.4% |
| YTD | -26.4% | -44.9% | +18.5% | -15.5% |
| 1Y | -31.9% | -38.6% | +6.7% | -24.6% |
| 3Y | -1.0% | +4.0% | -4.9% | -6.2% |
| 5Y | -24.5% | +99.5% | -124.1% | -39.5% |
| 10Y | +220.4% | +604.7% | -384.3% | +97.6% |
| All | +4,745.6% | +104,095.6% | -99,350.0% | +2,243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling