-31.0%
ADSK vs FRMI
-79.6%
+48.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.3% | -13.6% | -8.1% |
| 7D | -16.4% | +2.4% | -18.8% | -16.3% |
| 30D | -9.2% | -17.3% | +8.1% | -9.6% |
| 3M | -6.7% | -17.2% | +10.4% | -7.1% |
| 6M | -15.5% | -43.4% | +27.9% | -15.8% |
| YTD | -26.4% | -36.0% | +9.6% | -26.7% |
| All | -31.0% | -79.6% | +48.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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