+4,494.7%
ADSK vs ADM
+1,954.9%
+2,539.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.1% | -3.4% |
| 7D | -14.5% | +1.4% | -15.9% | -14.9% |
| 30D | -19.3% | +8.2% | -27.5% | -21.4% |
| 3M | -7.8% | +8.7% | -16.5% | -10.6% |
| 6M | -20.8% | +29.1% | -49.8% | -27.4% |
| YTD | -30.2% | +53.7% | -83.9% | -39.7% |
| 1Y | -36.5% | +43.2% | -79.7% | -44.1% |
| 3Y | -5.7% | +21.4% | -27.1% | -15.5% |
| 5Y | -28.2% | +67.1% | -95.3% | -43.2% |
| 10Y | +209.1% | +176.6% | +32.5% | +105.5% |
| All | +4,494.7% | +1,954.9% | +2,539.8% | +1,585.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling