-2.3%
FERG vs ADSK
-31.6%
+29.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -8.3% | +10.6% | +2.6% |
| 7D | 0.0% | -16.4% | +16.4% | +0.7% |
| 30D | -10.2% | -9.2% | -1.0% | -9.7% |
| 3M | -0.6% | -6.7% | +6.2% | -0.1% |
| 6M | -6.5% | -15.5% | +9.0% | -5.2% |
| YTD | +4.2% | -26.4% | +30.6% | +10.1% |
| 1Y | -2.3% | -31.9% | +29.6% | +8.3% |
| All | -2.3% | -31.6% | +29.3% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling