+133.5%
ADSK vs FND
+54.9%
+78.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -10.9% | -5.1% | -5.8% | -9.5% |
| 30D | -15.9% | -22.5% | +6.6% | -9.1% |
| 3M | -4.4% | -5.0% | +0.6% | -4.1% |
| 6M | -16.6% | -21.5% | +4.9% | -12.1% |
| YTD | -28.5% | -23.0% | -5.5% | -24.9% |
| 1Y | -34.6% | -44.9% | +10.2% | -23.8% |
| 3Y | -3.5% | -50.0% | +46.5% | +9.9% |
| 5Y | -25.6% | -63.3% | +37.7% | -10.7% |
| All | +133.5% | +54.9% | +78.5% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling