+3,512.0%
ADSK vs FFIV
+7,518.9%
-4,006.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.8% | -8.2% |
| 7D | -16.4% | -1.0% | -15.4% | -16.2% |
| 30D | -9.2% | -5.1% | -4.2% | -8.1% |
| 3M | -6.7% | -4.5% | -2.3% | -6.1% |
| 6M | -15.5% | +36.5% | -52.0% | -21.9% |
| YTD | -26.4% | +53.0% | -79.4% | -33.9% |
| 1Y | -31.9% | +24.2% | -56.1% | -36.0% |
| 3Y | -1.0% | +137.2% | -138.2% | -20.4% |
| 5Y | -24.5% | +91.8% | -116.3% | -36.0% |
| 10Y | +220.4% | +215.2% | +5.2% | +143.8% |
| All | +3,512.0% | +7,518.9% | -4,006.9% | +1,196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling