-2.9%
ADSK vs FLR
+54.2%
-57.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -2.5% | -3.5% | +1.0% | -2.1% |
| 30D | -14.9% | +4.2% | -19.0% | -15.4% |
| 3M | +3.3% | +8.1% | -4.8% | +1.4% |
| 6M | -15.7% | +21.5% | -37.2% | -20.1% |
| YTD | -28.2% | +36.8% | -65.0% | -34.0% |
| 1Y | -34.5% | +31.2% | -65.8% | -39.6% |
| 3Y | -2.9% | +53.9% | -56.8% | -21.5% |
| All | -2.9% | +54.2% | -57.1% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling