-31.9%
ADSK vs AMC
-2.6%
-29.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.3% | -12.6% | -8.6% |
| 7D | -16.4% | +2.3% | -18.7% | -16.6% |
| 30D | -9.2% | -0.7% | -8.5% | -9.2% |
| 3M | -6.7% | +35.2% | -41.9% | -10.9% |
| 6M | -15.5% | +124.6% | -140.1% | -25.8% |
| YTD | -26.4% | +69.9% | -96.3% | -33.0% |
| 1Y | -31.9% | -2.6% | -29.3% | -35.8% |
| All | -31.9% | -2.6% | -29.3% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling