+215.4%
ADSK vs ADM
+177.9%
+37.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | +2.5% | -5.0% | -3.3% |
| 30D | -14.9% | +9.5% | -24.3% | -17.5% |
| 3M | +3.3% | +10.6% | -7.3% | -0.7% |
| 6M | -15.7% | +24.0% | -39.7% | -22.2% |
| YTD | -28.2% | +54.0% | -82.2% | -38.9% |
| 1Y | -34.5% | +45.3% | -79.9% | -43.4% |
| 3Y | -2.9% | +21.8% | -24.7% | -12.7% |
| 5Y | -25.3% | +66.8% | -92.1% | -46.1% |
| All | +215.4% | +177.9% | +37.5% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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