+524.8%
FAST vs ADSK
+221.0%
+303.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | -0.3% |
| 7D | -0.4% | -10.9% | +10.5% | +2.8% |
| 30D | -6.4% | -15.9% | +9.5% | -1.9% |
| 3M | +7.1% | -4.4% | +11.4% | +7.6% |
| 6M | +7.0% | -16.6% | +23.6% | +11.1% |
| YTD | +24.1% | -28.5% | +52.6% | +34.6% |
| 1Y | +4.4% | -34.6% | +39.0% | +16.4% |
| 3Y | +93.2% | -3.5% | +96.7% | +86.2% |
| 5Y | +106.4% | -25.6% | +132.0% | +107.5% |
| All | +524.8% | +221.0% | +303.7% | +305.8% |
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