+2,072.5%
FTNT vs ADSK
+222.2%
+1,850.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.0% |
| 7D | -0.1% | -2.5% | +2.4% | +1.2% |
| 30D | -3.0% | -14.9% | +11.9% | +5.9% |
| 3M | +7.6% | +3.3% | +4.3% | +4.2% |
| 6M | +87.0% | -15.7% | +102.6% | +101.4% |
| YTD | +96.5% | -28.2% | +124.8% | +130.6% |
| 1Y | +92.9% | -34.5% | +127.5% | +138.5% |
| 3Y | +139.8% | -2.9% | +142.7% | +133.0% |
| 5Y | +151.3% | -25.3% | +176.7% | +172.4% |
| All | +2,072.5% | +222.2% | +1,850.3% | +1,077.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling