+94.7%
FAST vs ADSK
-3.8%
+98.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | +1.3% | -14.3% | +15.6% | +4.2% |
| 30D | -4.7% | -14.8% | +10.1% | -2.0% |
| 3M | +7.9% | -5.7% | +13.6% | +8.6% |
| 6M | +7.4% | -18.7% | +26.1% | +11.4% |
| YTD | +25.1% | -28.3% | +53.4% | +33.4% |
| 1Y | +4.7% | -35.1% | +39.8% | +14.7% |
| 3Y | +94.7% | -3.2% | +97.9% | +90.9% |
| All | +94.7% | -3.8% | +98.5% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling