-10.2%
ADSK vs FLR
+2.5%
-12.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +7.0% |
| 7D | +11.4% | +1.4% | +10.1% | +11.6% |
| 30D | +21.9% | -5.9% | +27.8% | +21.7% |
| 3M | +13.9% | -7.6% | +21.5% | +13.5% |
| 6M | +9.1% | -9.3% | +18.4% | +9.7% |
| YTD | -8.8% | +20.1% | -28.9% | -12.2% |
| 1Y | -10.2% | +3.0% | -13.2% | -10.8% |
| All | -10.2% | +2.5% | -12.7% | -10.8% |
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