-25.6%
ADSK vs ACM
-0.5%
-25.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.4% |
| 7D | -10.9% | -5.9% | -5.0% | -8.0% |
| 30D | -15.9% | -6.2% | -9.7% | -13.4% |
| 3M | -4.4% | -7.9% | +3.5% | -1.3% |
| 6M | -16.6% | -30.6% | +14.0% | +0.4% |
| YTD | -28.5% | -33.3% | +4.8% | -12.7% |
| 1Y | -34.6% | -49.2% | +14.5% | -6.8% |
| 3Y | -3.5% | -23.5% | +20.0% | +0.4% |
| 5Y | -25.6% | +0.9% | -26.5% | -36.6% |
| All | -25.6% | -0.5% | -25.1% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling