+36.7%
ADSK vs FOXA
+90.1%
-53.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.7% |
| 7D | -10.9% | -3.7% | -7.2% | -9.7% |
| 30D | -15.9% | +5.4% | -21.2% | -17.6% |
| 3M | -4.4% | -3.7% | -0.6% | -4.2% |
| 6M | -16.6% | +12.6% | -29.2% | -21.2% |
| YTD | -28.5% | -10.0% | -18.5% | -27.1% |
| 1Y | -34.6% | +15.0% | -49.7% | -39.0% |
| 3Y | -3.5% | +115.1% | -118.6% | -28.7% |
| 5Y | -25.6% | +93.0% | -118.6% | -43.4% |
| All | +36.7% | +90.1% | -53.5% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling