+726.4%
FSLR vs ADSK
+446.7%
+279.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.8% | +2.7% |
| 7D | 0.0% | -16.4% | +16.4% | +8.9% |
| 30D | -13.7% | -9.2% | -4.4% | -9.9% |
| 3M | -35.1% | -6.7% | -28.3% | -34.3% |
| 6M | +3.6% | -15.5% | +19.1% | +8.2% |
| YTD | -21.7% | -26.4% | +4.7% | -13.4% |
| 1Y | +1.3% | -31.9% | +33.2% | +16.6% |
| 3Y | +9.7% | -1.0% | +10.7% | -0.3% |
| 5Y | +117.4% | -24.5% | +141.9% | +115.0% |
| 10Y | +435.5% | +220.4% | +215.1% | +104.8% |
| All | +726.4% | +446.7% | +279.7% | +86.2% |
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