-20.5%
ADSK vs FN
+170.4%
-190.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.7% | -14.4% | -4.1% |
| 7D | +4.9% | 0.0% | +4.9% | +4.3% |
| 30D | +11.3% | -34.3% | +45.7% | +16.5% |
| 3M | +7.9% | -39.9% | +47.8% | +13.3% |
| 6M | +7.7% | -51.8% | +59.5% | +15.0% |
| YTD | -11.6% | -28.1% | +16.6% | -16.0% |
| 1Y | -11.2% | -29.1% | +17.8% | -16.1% |
| 3Y | +29.6% | +102.4% | -72.9% | -19.7% |
| All | -20.5% | +170.4% | -190.8% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling