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  • FAST vs ADSK✓SelectedUSD · ADSKFAST vs ADSK performance historyLatest closeAs of+0.75%09/04
Stock and ETF performance explorer

FAST vs ADSK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+69,298.0%
ADSK return
+4,900.9%
Excess return
+64,397.1%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioADSKExcessAlpha
1D+0.8%-8.3%+9.0%+2.6%
7D-0.4%-16.4%+16.0%+3.7%
30D-0.8%-9.2%+8.4%+1.2%
3M+5.8%-6.7%+12.5%+6.8%
6M+8.0%-15.5%+23.5%+10.9%
YTD+25.6%-26.4%+52.0%+32.7%
1Y+0.8%-31.9%+32.7%+8.3%
3Y+86.1%-1.0%+87.1%+81.1%
5Y+100.2%-24.5%+124.7%+102.4%
10Y+494.2%+220.4%+273.8%+319.3%
All+69,298.0%+4,900.9%+64,397.1%+24,028.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling