-12.9%
ADSK vs FN
-24.2%
+11.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.5% | -1.7% |
| 7D | +3.1% | -4.1% | +7.2% | +3.0% |
| 30D | +10.5% | -28.3% | +38.8% | +7.9% |
| 3M | +1.6% | -33.9% | +35.5% | -0.9% |
| 6M | +6.4% | -43.9% | +50.3% | +3.8% |
| YTD | -12.1% | -23.4% | +11.3% | -16.7% |
| 1Y | -12.9% | -25.4% | +12.5% | -17.5% |
| All | -12.9% | -24.2% | +11.3% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling