-34.5%
ADSK vs FRSH
-9.2%
-25.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -6.6% | +4.1% | +0.8% |
| 30D | -14.9% | +2.1% | -17.0% | -15.5% |
| 3M | +3.3% | +29.0% | -25.6% | -8.1% |
| 6M | -15.7% | +48.6% | -64.3% | -29.6% |
| YTD | -28.2% | -2.9% | -25.3% | -29.2% |
| 1Y | -34.5% | -7.9% | -26.6% | -35.5% |
| All | -34.5% | -9.2% | -25.4% | -35.5% |
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