-79.9%
FIG vs ADSK
-31.0%
-48.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.4% |
| 7D | -3.8% | -2.5% | -1.3% | -1.3% |
| 30D | -2.3% | -14.9% | +12.6% | +15.1% |
| 3M | +20.0% | +3.3% | +16.6% | +17.7% |
| 6M | -16.7% | -15.7% | -1.0% | -1.9% |
| YTD | -37.9% | -28.2% | -9.7% | -22.0% |
| 1Y | -58.5% | -34.5% | -24.0% | -46.9% |
| All | -79.9% | -31.0% | -48.9% | -74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling