-10.2%
ADSK vs FOXA
+11.1%
-21.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.8% | +3.2% | +6.0% |
| 7D | +11.4% | +9.9% | +1.6% | +8.5% |
| 30D | +21.9% | +10.0% | +11.9% | +18.6% |
| 3M | +13.9% | +18.4% | -4.6% | +8.5% |
| 6M | +9.1% | +12.2% | -3.1% | +3.3% |
| YTD | -8.8% | -3.8% | -5.0% | -12.3% |
| 1Y | -10.2% | +8.9% | -19.2% | -15.3% |
| All | -10.2% | +11.1% | -21.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling