-31.9%
ADSK vs FLR
+31.2%
-63.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.3% | -5.9% | -8.3% |
| 7D | -16.4% | +5.4% | -21.8% | -16.2% |
| 30D | -9.2% | +11.4% | -20.6% | -9.0% |
| 3M | -6.7% | +11.4% | -18.1% | -6.3% |
| 6M | -15.5% | +16.6% | -32.1% | -15.9% |
| YTD | -26.4% | +41.7% | -68.1% | -29.2% |
| 1Y | -31.9% | +35.4% | -67.3% | -34.3% |
| All | -31.9% | +31.2% | -63.1% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling