+4,619.0%
ADSK vs FITB
+2,836.2%
+1,782.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.4% |
| 7D | -14.3% | +2.8% | -17.2% | -15.0% |
| 30D | -14.8% | -4.5% | -10.3% | -13.8% |
| 3M | -5.7% | +5.7% | -11.4% | -7.2% |
| 6M | -18.7% | +17.1% | -35.8% | -22.4% |
| YTD | -28.3% | +18.3% | -46.6% | -32.0% |
| 1Y | -35.1% | +23.9% | -59.0% | -39.2% |
| 3Y | -3.2% | +131.1% | -134.3% | -23.5% |
| 5Y | -26.7% | +71.1% | -97.8% | -38.2% |
| 10Y | +208.4% | +283.9% | -75.5% | +100.8% |
| All | +4,619.0% | +2,836.2% | +1,782.8% | +1,034.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling