-24.5%
ADSK vs FTI
+1,066.8%
-1,091.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.5% | -4.4% | +1.9% | -1.9% |
| 30D | -14.9% | +1.5% | -16.4% | -15.1% |
| 3M | +3.3% | +8.2% | -4.9% | +1.8% |
| 6M | -15.7% | +18.8% | -34.5% | -18.5% |
| YTD | -28.2% | +71.7% | -99.9% | -35.0% |
| 1Y | -34.5% | +90.0% | -124.6% | -41.9% |
| 3Y | -2.9% | +270.5% | -273.4% | -24.7% |
| All | -24.5% | +1,066.8% | -1,091.3% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling