+1,315.5%
FERG vs ADSK
+706.5%
+609.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -1.0% |
| 7D | +0.9% | -14.5% | +15.4% | +3.0% |
| 30D | -15.1% | -19.3% | +4.3% | -12.6% |
| 3M | -4.8% | -7.8% | +3.0% | -4.1% |
| 6M | -2.5% | -20.8% | +18.3% | +0.1% |
| YTD | +1.8% | -30.2% | +32.0% | +6.1% |
| 1Y | -0.3% | -36.5% | +36.1% | +5.3% |
| 3Y | +52.9% | -5.7% | +58.7% | +52.8% |
| 5Y | +69.3% | -28.2% | +97.5% | +70.5% |
| 10Y | +352.7% | +209.1% | +143.6% | +325.3% |
| All | +1,315.5% | +706.5% | +609.0% | +1,183.5% |
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