-34.6%
ADSK vs FN
+6.6%
-41.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.1% |
| 7D | -10.9% | +2.3% | -13.2% | -10.7% |
| 30D | -15.9% | -23.2% | +7.3% | -17.5% |
| 3M | -4.4% | -30.4% | +26.0% | -6.0% |
| 6M | -16.6% | -25.6% | +9.0% | -18.6% |
| YTD | -28.5% | -11.3% | -17.2% | -31.9% |
| 1Y | -34.6% | +8.4% | -43.1% | -39.6% |
| All | -34.6% | +6.6% | -41.3% | -39.6% |
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 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