+719.8%
ADSK vs FN
+3,620.5%
-2,900.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.1% | -11.4% | -9.0% |
| 7D | -16.4% | -1.7% | -14.7% | -16.1% |
| 30D | -9.2% | -22.0% | +12.8% | -5.2% |
| 3M | -6.7% | -43.0% | +36.3% | +2.6% |
| 6M | -15.5% | -27.7% | +12.2% | -15.1% |
| YTD | -26.4% | -10.5% | -15.9% | -31.0% |
| 1Y | -31.9% | +12.5% | -44.4% | -40.8% |
| 3Y | -1.0% | +153.8% | -154.8% | -37.0% |
| 5Y | -24.5% | +288.0% | -312.5% | -58.9% |
| 10Y | +220.4% | +906.4% | -686.0% | +30.6% |
| All | +719.8% | +3,620.5% | -2,900.8% | +146.3% |
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 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