-31.9%
ADSK vs FRSH
-3.3%
-28.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.7% | -3.5% | -5.9% |
| 7D | -16.4% | -8.2% | -8.3% | -12.7% |
| 30D | -9.2% | +10.5% | -19.7% | -13.3% |
| 3M | -6.7% | +32.7% | -39.5% | -18.2% |
| 6M | -15.5% | +50.3% | -65.8% | -30.1% |
| YTD | -26.4% | +3.9% | -30.3% | -30.0% |
| 1Y | -31.9% | -2.2% | -29.7% | -35.3% |
| All | -31.9% | -3.3% | -28.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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