+259.5%
ADSK vs FN
+700.1%
-440.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.3% | +9.2% | +3.3% |
| 7D | +1.0% | +0.3% | +0.8% | +0.7% |
| 30D | +14.4% | -16.5% | +30.9% | +16.7% |
| 3M | +2.5% | -42.1% | +44.6% | +11.5% |
| 6M | +14.5% | -52.9% | +67.3% | +27.1% |
| YTD | -10.7% | -28.0% | +17.3% | -15.7% |
| 1Y | -11.0% | -18.5% | +7.5% | -19.7% |
| 3Y | +25.9% | +93.9% | -68.0% | -24.5% |
| 5Y | -19.7% | +170.5% | -190.2% | -59.8% |
| All | +259.5% | +700.1% | -440.6% | +20.6% |
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