+401.2%
ADSK vs ACM
+228.1%
+173.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -14.3% | -0.3% | -14.0% | -14.2% |
| 30D | -14.8% | -12.9% | -1.9% | -9.6% |
| 3M | -5.7% | -6.4% | +0.7% | -3.6% |
| 6M | -18.7% | -29.2% | +10.5% | -5.3% |
| YTD | -28.3% | -29.9% | +1.6% | -16.7% |
| 1Y | -35.1% | -47.3% | +12.2% | -14.0% |
| 3Y | -3.2% | -19.6% | +16.4% | +2.9% |
| 5Y | -26.7% | +5.5% | -32.2% | -31.6% |
| 10Y | +208.4% | +129.7% | +78.7% | +83.8% |
| All | +401.2% | +228.1% | +173.1% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling