-31.9%
ADSK vs FTI
+108.8%
-140.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -8.0% | -8.3% |
| 7D | -16.4% | +5.3% | -21.7% | -15.6% |
| 30D | -9.2% | +15.3% | -24.6% | -7.0% |
| 3M | -6.7% | +15.8% | -22.5% | -4.4% |
| 6M | -15.5% | +22.6% | -38.1% | -12.9% |
| YTD | -26.4% | +79.5% | -105.9% | -23.1% |
| 1Y | -31.9% | +102.0% | -133.9% | -30.3% |
| All | -31.9% | +108.8% | -140.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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