-24.5%
ADSK vs FLR
+238.1%
-262.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -2.5% | -3.5% | +1.0% | -1.9% |
| 30D | -14.9% | +4.2% | -19.0% | -15.6% |
| 3M | +3.3% | +8.1% | -4.8% | +0.6% |
| 6M | -15.7% | +21.5% | -37.2% | -21.2% |
| YTD | -28.2% | +36.8% | -65.0% | -35.2% |
| 1Y | -34.5% | +31.2% | -65.8% | -40.6% |
| 3Y | -2.9% | +53.9% | -56.8% | -21.1% |
| All | -24.5% | +238.1% | -262.6% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling