+3,047.9%
ADSK vs FLR
+587.1%
+2,460.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.5% | -1.8% |
| 7D | -14.5% | -3.1% | -11.4% | -13.8% |
| 30D | -19.3% | +4.9% | -24.2% | -20.5% |
| 3M | -7.8% | +10.8% | -18.6% | -12.0% |
| 6M | -20.8% | +19.7% | -40.4% | -27.0% |
| YTD | -30.2% | +38.4% | -68.6% | -38.6% |
| 1Y | -36.5% | +34.7% | -71.1% | -44.1% |
| 3Y | -5.7% | +56.7% | -62.4% | -24.7% |
| 5Y | -28.2% | +241.6% | -269.8% | -56.0% |
| 10Y | +209.1% | +20.2% | +188.9% | +105.7% |
| All | +3,047.9% | +587.1% | +2,460.7% | +1,180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling