-10.2%
ADSK vs FLUT
-63.1%
+52.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.4% | +7.6% |
| 7D | +11.4% | +4.2% | +7.3% | +10.4% |
| 30D | +21.9% | +8.0% | +13.9% | +19.7% |
| 3M | +13.9% | -22.1% | +35.9% | +19.3% |
| 6M | +9.1% | -21.7% | +30.8% | +13.7% |
| YTD | -8.8% | -62.0% | +53.2% | +0.3% |
| 1Y | -10.2% | -63.2% | +52.9% | -0.9% |
| All | -10.2% | -63.1% | +52.9% | -0.9% |
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