-3.3%
ADSK vs FIS
-25.6%
+22.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.8% |
| 7D | -10.9% | -8.9% | -2.0% | -6.8% |
| 30D | -15.9% | -9.9% | -6.0% | -11.6% |
| 3M | -4.4% | 0.0% | -4.3% | -4.2% |
| 6M | -16.6% | -22.9% | +6.3% | -6.6% |
| YTD | -28.5% | -40.9% | +12.4% | -11.7% |
| 1Y | -34.6% | -40.4% | +5.8% | -19.6% |
| All | -3.3% | -25.6% | +22.3% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling