-34.5%
ADSK vs FFIV
+26.0%
-60.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.4% |
| 7D | -2.5% | +5.4% | -8.0% | -3.9% |
| 30D | -14.9% | -2.7% | -12.2% | -14.4% |
| 3M | +3.3% | +4.5% | -1.2% | +1.3% |
| 6M | -15.7% | +42.2% | -57.9% | -25.1% |
| YTD | -28.2% | +61.3% | -89.5% | -38.0% |
| 1Y | -34.5% | +23.0% | -57.6% | -40.7% |
| All | -34.5% | +26.0% | -60.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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