-58.5%
FIG vs ADSK
-34.7%
-23.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.4% |
| 7D | -3.8% | -2.5% | -1.3% | -1.0% |
| 30D | -2.3% | -14.9% | +12.6% | +16.9% |
| 3M | +20.0% | +3.3% | +16.6% | +16.7% |
| 6M | -16.7% | -15.7% | -1.0% | +0.5% |
| YTD | -37.9% | -28.2% | -9.7% | -16.2% |
| 1Y | -58.5% | -34.5% | -24.0% | -39.5% |
| All | -58.5% | -34.7% | -23.8% | -39.5% |
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 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