-3.3%
ADSK vs FITB
+129.2%
-132.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -10.9% | -1.0% | -9.9% | -10.6% |
| 30D | -15.9% | -5.5% | -10.4% | -14.4% |
| 3M | -4.4% | +4.1% | -8.5% | -5.9% |
| 6M | -16.6% | +18.7% | -35.4% | -22.1% |
| YTD | -28.5% | +18.2% | -46.7% | -33.8% |
| 1Y | -34.6% | +23.7% | -58.3% | -40.8% |
| All | -3.3% | +129.2% | -132.5% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling