+533.3%
FAST vs ADSK
+255.5%
+277.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -1.2% |
| 7D | +4.2% | +1.0% | +3.1% | +3.8% |
| 30D | +6.7% | +14.4% | -7.7% | +2.3% |
| 3M | +8.0% | +2.5% | +5.5% | +6.4% |
| 6M | +27.4% | +14.5% | +13.0% | +20.6% |
| YTD | +40.5% | -10.7% | +51.2% | +42.0% |
| 1Y | +38.4% | -11.0% | +49.4% | +40.0% |
| 3Y | +98.7% | +25.9% | +72.8% | +76.3% |
| 5Y | +106.7% | -19.7% | +126.4% | +103.2% |
| All | +533.3% | +255.5% | +277.8% | +320.9% |
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