+215.4%
ADSK vs FLUT
-9.3%
+224.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -2.5% | +0.4% | -3.0% | -2.6% |
| 30D | -14.9% | +2.5% | -17.4% | -15.5% |
| 3M | +3.3% | -9.2% | +12.6% | +4.7% |
| 6M | -15.7% | -8.2% | -7.4% | -14.8% |
| YTD | -28.2% | -53.2% | +25.0% | -19.0% |
| 1Y | -34.5% | -65.6% | +31.0% | -22.4% |
| 3Y | -2.9% | -43.6% | +40.7% | +4.4% |
| 5Y | -25.3% | -50.3% | +25.0% | -22.8% |
| All | +215.4% | -9.3% | +224.7% | +245.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling