+215.4%
ADSK vs FITB
+290.8%
-75.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.5% | -0.3% | -2.3% | -2.4% |
| 30D | -14.9% | -5.7% | -9.2% | -13.2% |
| 3M | +3.3% | +3.2% | +0.2% | +1.9% |
| 6M | -15.7% | +23.4% | -39.1% | -22.4% |
| YTD | -28.2% | +18.8% | -47.0% | -33.5% |
| 1Y | -34.5% | +25.0% | -59.5% | -40.6% |
| 3Y | -2.9% | +131.2% | -134.1% | -30.7% |
| 5Y | -25.3% | +70.7% | -96.0% | -41.5% |
| All | +215.4% | +290.8% | -75.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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