+106.8%
FAST vs ADSK
-25.9%
+132.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.3% |
| 7D | +1.3% | -14.3% | +15.6% | +5.4% |
| 30D | -4.7% | -14.8% | +10.1% | -0.9% |
| 3M | +7.9% | -5.7% | +13.6% | +8.8% |
| 6M | +7.4% | -18.7% | +26.1% | +12.2% |
| YTD | +25.1% | -28.3% | +53.4% | +35.1% |
| 1Y | +4.7% | -35.1% | +39.8% | +16.5% |
| 3Y | +94.7% | -3.2% | +97.9% | +86.9% |
| 5Y | +106.8% | -26.7% | +133.5% | +96.1% |
| All | +106.8% | -25.9% | +132.7% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling