-25.6%
ADSK vs FLUT
-51.9%
+26.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | -10.9% | -3.6% | -7.3% | -10.0% |
| 30D | -15.9% | -0.3% | -15.5% | -16.1% |
| 3M | -4.4% | -12.6% | +8.3% | -1.5% |
| 6M | -16.6% | -8.0% | -8.6% | -15.6% |
| YTD | -28.5% | -54.1% | +25.6% | -13.7% |
| 1Y | -34.6% | -66.1% | +31.5% | -14.8% |
| 3Y | -3.5% | -45.0% | +41.6% | +6.8% |
| 5Y | -25.6% | -51.2% | +25.6% | -22.4% |
| All | -25.6% | -51.9% | +26.3% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling