-31.9%
ADSK vs FLUT
-65.9%
+34.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.2% | -6.1% | -7.8% |
| 7D | -16.4% | -1.6% | -14.8% | -16.1% |
| 30D | -9.2% | +7.7% | -17.0% | -10.9% |
| 3M | -6.7% | -0.7% | -6.0% | -6.9% |
| 6M | -15.5% | -11.2% | -4.4% | -14.8% |
| YTD | -26.4% | -53.4% | +27.1% | -21.4% |
| 1Y | -31.9% | -65.8% | +33.9% | -24.5% |
| All | -31.9% | -65.9% | +34.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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