-3.3%
ADSK vs FLUT
-43.3%
+40.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | -10.9% | -3.6% | -7.3% | -10.1% |
| 30D | -15.9% | -0.3% | -15.5% | -16.1% |
| 3M | -4.4% | -12.6% | +8.3% | -1.8% |
| 6M | -16.6% | -8.0% | -8.6% | -15.7% |
| YTD | -28.5% | -54.1% | +25.6% | -16.4% |
| 1Y | -34.6% | -66.1% | +31.5% | -18.3% |
| All | -3.3% | -43.3% | +40.0% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling