+259.5%
ADSK vs AMC
-98.8%
+358.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.0% |
| 7D | +1.0% | +3.5% | -2.5% | +0.9% |
| 30D | +14.4% | +12.5% | +1.9% | +14.0% |
| 3M | +2.5% | +23.6% | -21.1% | +1.8% |
| 6M | +14.5% | +144.4% | -129.9% | +11.3% |
| YTD | -10.7% | +108.3% | -119.0% | -12.9% |
| 1Y | -11.0% | +38.9% | -49.9% | -12.5% |
| 3Y | +25.9% | -58.9% | +84.7% | +25.4% |
| 5Y | -19.7% | -99.2% | +79.5% | -16.2% |
| All | +259.5% | -98.8% | +358.3% | +295.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling