-10.2%
ADSK vs ACM
-46.6%
+36.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.1% | +6.1% |
| 7D | +11.4% | +9.5% | +1.9% | +8.4% |
| 30D | +21.9% | +14.7% | +7.2% | +16.9% |
| 3M | +13.9% | -9.5% | +23.4% | +16.3% |
| 6M | +9.1% | -18.0% | +27.2% | +13.5% |
| YTD | -8.8% | -27.3% | +18.5% | -1.7% |
| 1Y | -10.2% | -47.0% | +36.8% | -0.4% |
| All | -10.2% | -46.6% | +36.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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