+208.1%
FXI vs ADSK
+733.0%
-525.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.5% |
| 7D | -2.8% | -10.9% | +8.1% | +1.3% |
| 30D | -3.7% | -15.9% | +12.2% | +2.3% |
| 3M | -0.4% | -4.4% | +4.0% | -0.2% |
| 6M | -5.4% | -16.6% | +11.2% | -1.0% |
| YTD | -9.6% | -28.5% | +18.9% | -0.3% |
| 1Y | -11.9% | -34.6% | +22.7% | +0.5% |
| 3Y | +37.8% | -3.5% | +41.3% | +30.4% |
| 5Y | -7.0% | -25.6% | +18.6% | -7.4% |
| 10Y | +14.3% | +216.6% | -202.2% | -46.6% |
| All | +208.1% | +733.0% | -525.0% | -21.9% |
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