-25.6%
ADSK vs FFIV
+95.0%
-120.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.2% |
| 7D | -10.9% | +1.6% | -12.5% | -11.8% |
| 30D | -15.9% | -3.7% | -12.1% | -14.3% |
| 3M | -4.4% | +2.0% | -6.3% | -6.7% |
| 6M | -16.6% | +39.3% | -55.9% | -32.9% |
| YTD | -28.5% | +56.1% | -84.6% | -46.6% |
| 1Y | -34.6% | +22.0% | -56.6% | -43.9% |
| 3Y | -3.5% | +148.2% | -151.7% | -52.0% |
| 5Y | -25.6% | +96.3% | -121.9% | -57.1% |
| All | -25.6% | +95.0% | -120.6% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling