+215.4%
ADSK vs USFR
+28.1%
+187.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | +0.1% | -2.7% | -2.7% |
| 30D | -14.9% | +0.4% | -15.2% | -15.2% |
| 3M | +3.3% | +1.0% | +2.3% | +2.1% |
| 6M | -15.7% | +2.0% | -17.6% | -17.5% |
| YTD | -28.2% | +2.8% | -31.0% | -30.3% |
| 1Y | -34.5% | +4.1% | -38.6% | -37.3% |
| 3Y | -2.9% | +14.1% | -17.0% | -15.3% |
| 5Y | -25.3% | +20.6% | -45.9% | -39.2% |
| All | +215.4% | +28.1% | +187.2% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling