+252.8%
ADSK vs AMC
-98.8%
+351.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -3.6% | +8.4% | -12.0% | -3.8% |
| 30D | +12.6% | +9.2% | +3.5% | +12.3% |
| 3M | +4.0% | +32.0% | -28.0% | +3.2% |
| 6M | +10.5% | +149.3% | -138.8% | +7.4% |
| YTD | -12.3% | +114.1% | -126.4% | -14.6% |
| 1Y | -14.0% | +35.8% | -49.8% | -15.4% |
| 3Y | +23.2% | -58.3% | +81.5% | +22.8% |
| 5Y | -21.2% | -99.2% | +78.0% | -17.8% |
| All | +252.8% | -98.8% | +351.6% | +287.7% |
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