-3.7%
FISV vs ADSK
-10.6%
+6.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.0% | -0.8% | +3.1% |
| 7D | +29.6% | +11.4% | +18.2% | +23.4% |
| 30D | +34.5% | +21.9% | +12.6% | +22.9% |
| 3M | +11.2% | +13.9% | -2.6% | +4.0% |
| 6M | -1.2% | +9.1% | -10.3% | -6.5% |
| YTD | -7.6% | -8.8% | +1.1% | -7.9% |
| 1Y | -3.7% | -10.2% | +6.5% | -3.2% |
| All | -3.7% | -10.6% | +6.9% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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