-19.0%
ADSK vs ACM
+1.1%
-20.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +1.0% | +5.6% | -4.6% | -2.0% |
| 30D | +14.4% | +20.8% | -6.4% | +3.2% |
| 3M | +2.5% | +11.4% | -8.9% | -3.7% |
| 6M | +14.5% | +0.9% | +13.5% | +12.4% |
| YTD | -10.7% | -24.8% | +14.1% | +2.3% |
| 1Y | -11.0% | -46.4% | +35.4% | +25.4% |
| 3Y | +25.9% | -9.2% | +35.1% | +17.0% |
| All | -19.0% | +1.1% | -20.1% | -33.6% |
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