-2.9%
ADSK vs FOXA
+117.6%
-120.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -2.5% | +0.8% | -3.3% | -2.8% |
| 30D | -14.9% | +5.0% | -19.9% | -16.4% |
| 3M | +3.3% | -3.0% | +6.4% | +2.9% |
| 6M | -15.7% | +14.8% | -30.4% | -20.8% |
| YTD | -28.2% | -8.9% | -19.3% | -27.3% |
| 1Y | -34.5% | +13.3% | -47.9% | -38.8% |
| 3Y | -2.9% | +115.4% | -118.3% | -27.1% |
| All | -2.9% | +117.6% | -120.5% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling