-3.3%
ADSK vs ADM
+21.5%
-24.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -10.9% | +3.0% | -13.9% | -10.9% |
| 30D | -15.9% | +8.7% | -24.6% | -16.0% |
| 3M | -4.4% | +7.6% | -12.0% | -4.6% |
| 6M | -16.6% | +26.9% | -43.5% | -17.3% |
| YTD | -28.5% | +54.3% | -82.8% | -29.8% |
| 1Y | -34.6% | +45.7% | -80.3% | -35.6% |
| All | -3.3% | +21.5% | -24.7% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling