+548.6%
FAST vs ADSK
+255.2%
+293.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.3% | -3.7% | +8.0% | +5.4% |
| 30D | +8.3% | +11.3% | -3.0% | +4.7% |
| 3M | +6.5% | +3.3% | +3.1% | +4.6% |
| 6M | +29.5% | +10.1% | +19.4% | +23.9% |
| YTD | +41.3% | -12.2% | +53.4% | +43.5% |
| 1Y | +37.4% | -13.9% | +51.3% | +40.4% |
| 3Y | +98.5% | +23.5% | +75.1% | +77.2% |
| 5Y | +111.1% | -20.0% | +131.2% | +107.8% |
| 10Y | +548.6% | +252.3% | +296.3% | +333.9% |
| All | +548.6% | +255.2% | +293.4% | +333.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling