-34.5%
ADSK vs FTV
+14.7%
-49.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -2.5% | -4.0% | +1.4% | -1.3% |
| 30D | -14.9% | -11.0% | -3.9% | -11.7% |
| 3M | +3.3% | -8.4% | +11.7% | +5.9% |
| 6M | -15.7% | -2.6% | -13.1% | -15.5% |
| YTD | -28.2% | -0.6% | -27.6% | -27.8% |
| 1Y | -34.5% | +11.0% | -45.5% | -35.4% |
| All | -34.5% | +14.7% | -49.3% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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