-20.8%
ADSK vs FTV
-0.8%
-20.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | -14.5% | -1.3% | -13.2% | -14.0% |
| 30D | -19.3% | -9.5% | -9.8% | -16.3% |
| 3M | -7.8% | -10.9% | +3.1% | -4.9% |
| 6M | -20.8% | -0.6% | -20.1% | -22.6% |
| All | -20.8% | -0.8% | -20.0% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling