+9,457.8%
FTNT vs ADSK
+745.8%
+8,712.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.2% |
| 7D | +1.6% | -10.9% | +12.5% | +7.6% |
| 30D | -1.9% | -15.9% | +14.0% | +7.4% |
| 3M | +14.4% | -4.4% | +18.7% | +15.2% |
| 6M | +88.7% | -16.6% | +105.3% | +103.9% |
| YTD | +100.0% | -28.5% | +128.6% | +133.5% |
| 1Y | +99.9% | -34.6% | +134.5% | +144.9% |
| 3Y | +147.9% | -3.5% | +151.4% | +142.2% |
| 5Y | +155.8% | -25.6% | +181.4% | +178.6% |
| 10Y | +2,121.1% | +216.6% | +1,904.5% | +1,007.9% |
| All | +9,457.8% | +745.8% | +8,712.0% | +2,635.2% |
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 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