+215.4%
ADSK vs AMC
-98.9%
+314.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.9% | +0.3% |
| 7D | -2.5% | -7.2% | +4.6% | -2.3% |
| 30D | -14.9% | -2.8% | -12.1% | -14.8% |
| 3M | +3.3% | +7.9% | -4.6% | +2.8% |
| 6M | -15.7% | +119.6% | -135.3% | -17.8% |
| YTD | -28.2% | +57.7% | -85.9% | -29.5% |
| 1Y | -34.5% | -12.1% | -22.4% | -34.9% |
| 3Y | -2.9% | -66.5% | +63.6% | -2.7% |
| 5Y | -25.3% | -99.5% | +74.2% | -21.3% |
| All | +215.4% | -98.9% | +314.3% | +245.8% |
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 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