+31.6%
FAST vs ADSK
-10.6%
+42.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.4% | +1.2% |
| 7D | +3.4% | +11.4% | -8.0% | +2.7% |
| 30D | +5.5% | +21.9% | -16.4% | +4.2% |
| 3M | +7.6% | +13.9% | -6.3% | +6.8% |
| 6M | +19.8% | +9.1% | +10.7% | +18.4% |
| YTD | +35.5% | -8.8% | +44.2% | +35.1% |
| 1Y | +31.6% | -10.2% | +41.8% | +32.3% |
| All | +31.6% | -10.6% | +42.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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