-2.9%
ADSK vs FND
-50.3%
+47.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.5% | -5.8% | +3.2% | -1.5% |
| 30D | -14.9% | -20.2% | +5.3% | -11.4% |
| 3M | +3.3% | -12.0% | +15.3% | +5.2% |
| 6M | -15.7% | -18.5% | +2.8% | -13.3% |
| YTD | -28.2% | -22.3% | -6.0% | -25.9% |
| 1Y | -34.5% | -47.6% | +13.1% | -26.4% |
| 3Y | -2.9% | -49.8% | +46.9% | +6.7% |
| All | -2.9% | -50.3% | +47.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling