+2,310.7%
ADSK vs FTI
+2,107.5%
+203.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -14.5% | -2.3% | -12.2% | -13.9% |
| 30D | -19.3% | +5.0% | -24.3% | -20.5% |
| 3M | -7.8% | +13.8% | -21.6% | -11.7% |
| 6M | -20.8% | +22.9% | -43.6% | -26.3% |
| YTD | -30.2% | +75.0% | -105.2% | -41.5% |
| 1Y | -36.5% | +96.9% | -133.3% | -48.8% |
| 3Y | -5.7% | +276.7% | -282.5% | -39.3% |
| 5Y | -28.2% | +1,157.0% | -1,185.2% | -70.0% |
| 10Y | +209.1% | +310.7% | -101.6% | +52.2% |
| All | +2,310.7% | +2,107.5% | +203.2% | +397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling