+3,367.0%
ADSK vs FLUT
+2,067.0%
+1,300.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -14.3% | +3.8% | -18.1% | -14.6% |
| 30D | -14.8% | +6.3% | -21.1% | -15.4% |
| 3M | -5.7% | -4.0% | -1.7% | -5.5% |
| 6M | -18.7% | -10.3% | -8.4% | -18.1% |
| YTD | -28.3% | -53.2% | +24.9% | -23.6% |
| 1Y | -35.1% | -65.0% | +30.0% | -29.0% |
| 3Y | -3.2% | -43.9% | +40.7% | +0.9% |
| 5Y | -26.7% | -49.2% | +22.5% | -24.6% |
| 10Y | +208.4% | -9.2% | +217.6% | +207.1% |
| All | +3,367.0% | +2,067.0% | +1,300.1% | +2,665.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling