-34.5%
ADSK vs FIGR
-3.1%
-31.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.5% |
| 7D | -2.5% | -3.0% | +0.5% | -2.5% |
| 30D | -14.9% | +13.7% | -28.5% | -15.3% |
| 3M | +3.3% | +23.9% | -20.5% | +2.4% |
| 6M | -15.7% | -8.4% | -7.2% | -16.0% |
| YTD | -28.2% | -14.6% | -13.6% | -28.2% |
| 1Y | -34.5% | +12.1% | -46.6% | -35.3% |
| All | -34.5% | -3.1% | -31.4% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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