+291.3%
ADSK vs FTV
+87.0%
+204.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.8% |
| 7D | -14.5% | -1.3% | -13.2% | -13.8% |
| 30D | -19.3% | -9.5% | -9.8% | -13.8% |
| 3M | -7.8% | -10.9% | +3.1% | -1.0% |
| 6M | -20.8% | -0.6% | -20.1% | -21.3% |
| YTD | -30.2% | +1.4% | -31.6% | -32.2% |
| 1Y | -36.5% | +17.6% | -54.1% | -44.6% |
| 3Y | -5.7% | -3.3% | -2.5% | -8.0% |
| 5Y | -28.2% | -0.1% | -28.0% | -32.1% |
| 10Y | +209.1% | +82.5% | +126.6% | +101.4% |
| All | +291.3% | +87.0% | +204.3% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling