-34.5%
ADSK vs FOXA
+16.6%
-51.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | -14.9% | +5.0% | -19.9% | -16.2% |
| 3M | +3.3% | -3.0% | +6.4% | +1.7% |
| 6M | -15.7% | +14.8% | -30.4% | -20.4% |
| YTD | -28.2% | -8.9% | -19.3% | -28.9% |
| 1Y | -34.5% | +13.3% | -47.9% | -39.0% |
| All | -34.5% | +16.6% | -51.1% | -39.0% |
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