+51.8%
FTNT vs ADSK
-10.6%
+62.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.0% | -6.0% | -1.7% |
| 7D | -25.7% | +11.4% | -37.1% | -29.0% |
| 30D | -29.7% | +21.9% | -51.6% | -35.6% |
| 3M | -23.1% | +13.9% | -37.0% | -27.2% |
| 6M | +45.0% | +9.1% | +35.9% | +41.7% |
| YTD | +62.9% | -8.8% | +71.7% | +75.7% |
| 1Y | +51.8% | -10.2% | +62.1% | +66.7% |
| All | +51.8% | -10.6% | +62.5% | +66.7% |
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