+312.3%
ADSK vs USFR
+27.6%
+284.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -14.5% | +0.1% | -14.6% | -14.6% |
| 30D | -19.3% | +0.3% | -19.6% | -19.5% |
| 3M | -7.8% | +1.0% | -8.8% | -8.5% |
| 6M | -20.8% | +1.9% | -22.7% | -21.9% |
| YTD | -30.2% | +2.7% | -32.9% | -31.6% |
| 1Y | -36.5% | +4.0% | -40.4% | -38.3% |
| 3Y | -5.7% | +14.0% | -19.8% | -14.6% |
| 5Y | -28.2% | +20.4% | -48.6% | -37.7% |
| 10Y | +209.1% | +28.0% | +181.1% | +155.5% |
| All | +312.3% | +27.6% | +284.7% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling