+215.4%
ADSK vs ACM
+134.0%
+81.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -2.5% | -4.6% | +2.1% | -0.3% |
| 30D | -14.9% | +4.1% | -19.0% | -16.7% |
| 3M | +3.3% | -8.3% | +11.6% | +6.8% |
| 6M | -15.7% | -30.1% | +14.4% | -0.7% |
| YTD | -28.2% | -32.6% | +4.4% | -14.5% |
| 1Y | -34.5% | -49.6% | +15.0% | -10.3% |
| 3Y | -2.9% | -23.0% | +20.1% | +4.9% |
| 5Y | -25.3% | +2.0% | -27.3% | -29.9% |
| All | +215.4% | +134.0% | +81.4% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling