-25.6%
ADSK vs ADM
+67.3%
-92.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -10.9% | +3.0% | -13.9% | -11.2% |
| 30D | -15.9% | +8.7% | -24.6% | -16.7% |
| 3M | -4.4% | +7.6% | -12.0% | -5.3% |
| 6M | -16.6% | +26.9% | -43.5% | -19.2% |
| YTD | -28.5% | +54.3% | -82.8% | -32.6% |
| 1Y | -34.6% | +45.7% | -80.3% | -37.9% |
| 3Y | -3.5% | +21.9% | -25.4% | -6.1% |
| 5Y | -25.6% | +67.2% | -92.8% | -34.7% |
| All | -25.6% | +67.3% | -92.9% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling