-16.6%
ADSK vs FIGR
+7.7%
-24.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.6% |
| 7D | -10.9% | +1.0% | -11.9% | -11.0% |
| 30D | -15.9% | +31.4% | -47.2% | -17.4% |
| 3M | -4.4% | +30.3% | -34.7% | -6.6% |
| 6M | -16.6% | -7.6% | -9.0% | -16.8% |
| All | -16.6% | +7.7% | -24.4% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling