+209.1%
ADSK vs FN
+890.7%
-681.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -14.5% | +5.8% | -20.3% | -15.7% |
| 30D | -19.3% | -20.6% | +1.3% | -16.0% |
| 3M | -7.8% | -28.6% | +20.8% | -3.6% |
| 6M | -20.8% | -20.7% | 0.0% | -22.4% |
| YTD | -30.2% | -8.1% | -22.1% | -35.9% |
| 1Y | -36.5% | +13.3% | -49.8% | -46.1% |
| 3Y | -5.7% | +175.7% | -181.4% | -47.1% |
| 5Y | -28.2% | +297.4% | -325.6% | -66.8% |
| 10Y | +209.1% | +950.9% | -741.8% | -4.6% |
| All | +209.1% | +890.7% | -681.6% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling