+884.7%
ADSK vs FN
+2,887.5%
-2,002.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.7% | -14.4% | -5.2% |
| 7D | +4.9% | 0.0% | +4.9% | +3.8% |
| 30D | +11.3% | -34.3% | +45.7% | +19.8% |
| 3M | +7.9% | -39.9% | +47.8% | +16.6% |
| 6M | +7.7% | -51.8% | +59.5% | +18.5% |
| YTD | -11.6% | -28.1% | +16.6% | -15.1% |
| 1Y | -11.2% | -29.1% | +17.8% | -15.2% |
| 3Y | +29.6% | +102.4% | -72.9% | -15.2% |
| 5Y | -19.4% | +171.7% | -191.0% | -53.1% |
| 10Y | +276.9% | +773.5% | -496.6% | +55.1% |
| All | +884.7% | +2,887.5% | -2,002.8% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling