-3.3%
ADSK vs FFIV
+147.5%
-150.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.0% |
| 7D | -10.9% | +1.6% | -12.5% | -11.5% |
| 30D | -15.9% | -3.7% | -12.1% | -14.8% |
| 3M | -4.4% | +2.0% | -6.3% | -6.0% |
| 6M | -16.6% | +39.3% | -55.9% | -28.2% |
| YTD | -28.5% | +56.1% | -84.6% | -41.4% |
| 1Y | -34.6% | +22.0% | -56.6% | -40.9% |
| All | -3.3% | +147.5% | -150.7% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling