-25.6%
ADSK vs FITB
+68.4%
-94.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -10.9% | -1.0% | -9.9% | -10.5% |
| 30D | -15.9% | -5.5% | -10.4% | -14.1% |
| 3M | -4.4% | +4.1% | -8.5% | -6.2% |
| 6M | -16.6% | +18.7% | -35.4% | -22.9% |
| YTD | -28.5% | +18.2% | -46.7% | -34.4% |
| 1Y | -34.6% | +23.7% | -58.3% | -41.4% |
| 3Y | -3.5% | +130.8% | -134.2% | -35.4% |
| 5Y | -25.6% | +69.8% | -95.4% | -42.0% |
| All | -25.6% | +68.4% | -94.0% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling