-1.4%
ADSK vs FN
+166.1%
-167.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.1% | -11.4% | -8.4% |
| 7D | -16.4% | -1.7% | -14.7% | -16.3% |
| 30D | -9.2% | -22.0% | +12.8% | -8.3% |
| 3M | -6.7% | -43.0% | +36.3% | -3.4% |
| 6M | -15.5% | -27.7% | +12.2% | -16.1% |
| YTD | -26.4% | -10.5% | -15.9% | -30.0% |
| 1Y | -31.9% | +12.5% | -44.4% | -38.2% |
| All | -1.4% | +166.1% | -167.5% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling