+10,269.2%
FISV vs ADSK
+4,756.5%
+5,512.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | 0.0% |
| 7D | -7.2% | -10.9% | +3.7% | -4.8% |
| 30D | -7.2% | -15.9% | +8.7% | -3.5% |
| 3M | -8.2% | -4.4% | -3.8% | -7.5% |
| 6M | -17.7% | -16.6% | -1.1% | -14.5% |
| YTD | -27.2% | -28.5% | +1.4% | -21.7% |
| 1Y | -63.0% | -34.6% | -28.3% | -59.1% |
| 3Y | -59.8% | -3.5% | -56.3% | -59.7% |
| 5Y | -55.8% | -25.6% | -30.2% | -54.2% |
| 10Y | -2.4% | +216.6% | -219.0% | -26.9% |
| All | +10,269.2% | +4,756.5% | +5,512.7% | +4,483.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling