+215.4%
ADSK vs FIS
-39.8%
+255.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -7.9% | +5.4% | +1.8% |
| 30D | -14.9% | -8.0% | -6.9% | -11.2% |
| 3M | +3.3% | +0.6% | +2.7% | +2.9% |
| 6M | -15.7% | -22.2% | +6.5% | -4.0% |
| YTD | -28.2% | -40.8% | +12.5% | -6.0% |
| 1Y | -34.5% | -41.5% | +7.0% | -14.0% |
| 3Y | -2.9% | -25.5% | +22.6% | +8.2% |
| 5Y | -25.3% | -64.8% | +39.4% | +23.1% |
| All | +215.4% | -39.8% | +255.1% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling