+2,390.1%
ADSK vs FIS
+346.5%
+2,043.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.3% | +0.4% |
| 7D | -14.3% | -3.5% | -10.9% | -12.9% |
| 30D | -14.8% | -7.8% | -7.0% | -11.4% |
| 3M | -5.7% | +0.8% | -6.5% | -6.2% |
| 6M | -18.7% | -21.9% | +3.2% | -8.2% |
| YTD | -28.3% | -39.5% | +11.2% | -8.2% |
| 1Y | -35.1% | -41.0% | +5.9% | -16.1% |
| 3Y | -3.2% | -23.6% | +20.4% | +6.8% |
| 5Y | -26.7% | -65.6% | +38.9% | +14.8% |
| 10Y | +208.4% | -40.2% | +248.6% | +263.6% |
| All | +2,390.1% | +346.5% | +2,043.6% | +1,118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling