-26.7%
ADSK vs FN
+299.7%
-326.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.9% |
| 7D | -14.3% | +3.5% | -17.9% | -14.8% |
| 30D | -14.8% | -26.0% | +11.2% | -11.8% |
| 3M | -5.7% | -33.3% | +27.6% | -1.7% |
| 6M | -18.7% | -14.9% | -3.8% | -21.6% |
| YTD | -28.3% | -8.6% | -19.8% | -33.1% |
| 1Y | -35.1% | +12.3% | -47.4% | -43.1% |
| 3Y | -3.2% | +174.4% | -177.6% | -41.6% |
| 5Y | -26.7% | +296.4% | -323.1% | -64.3% |
| All | -26.7% | +299.7% | -326.4% | -64.3% |
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 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