-25.8%
ADSK vs FRSH
-72.5%
+46.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -6.6% | +4.1% | -0.3% |
| 30D | -14.9% | +2.1% | -17.0% | -15.4% |
| 3M | +3.3% | +29.0% | -25.6% | -5.0% |
| 6M | -15.7% | +48.6% | -64.3% | -26.0% |
| YTD | -28.2% | -2.9% | -25.3% | -28.5% |
| 1Y | -34.5% | -7.9% | -26.6% | -33.9% |
| 3Y | -2.9% | -46.5% | +43.6% | +11.0% |
| All | -25.8% | -72.5% | +46.7% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling