+890.8%
ADSK vs FN
+3,241.9%
-2,351.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.9% | -11.2% | -1.8% |
| 7D | +2.1% | +16.3% | -14.2% | -2.2% |
| 30D | +11.9% | -24.7% | +36.6% | +16.9% |
| 3M | +5.7% | -34.9% | +40.7% | +12.3% |
| 6M | +7.7% | -41.1% | +48.8% | +13.3% |
| YTD | -11.0% | -19.6% | +8.6% | -16.7% |
| 1Y | -11.4% | -18.5% | +7.1% | -18.0% |
| 3Y | +28.7% | +119.1% | -90.5% | -17.1% |
| 5Y | -20.1% | +206.9% | -227.0% | -54.7% |
| 10Y | +262.6% | +826.4% | -563.8% | +47.3% |
| All | +890.8% | +3,241.9% | -2,351.1% | +197.6% |
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