-5.5%
ADSK vs ACM
-22.3%
+16.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -1.4% |
| 7D | -14.5% | -3.7% | -10.9% | -13.2% |
| 30D | -19.3% | -12.7% | -6.7% | -15.2% |
| 3M | -7.8% | -9.8% | +2.0% | -4.7% |
| 6M | -20.8% | -31.4% | +10.6% | -8.6% |
| YTD | -30.2% | -32.1% | +1.9% | -19.5% |
| 1Y | -36.5% | -47.8% | +11.3% | -18.3% |
| All | -5.5% | -22.3% | +16.7% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling