-34.6%
ADSK vs AMC
-16.3%
-18.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.8% |
| 7D | -10.9% | -7.1% | -3.8% | -10.4% |
| 30D | -15.9% | -1.7% | -14.2% | -15.8% |
| 3M | -4.4% | +13.5% | -17.8% | -6.8% |
| 6M | -16.6% | +112.6% | -129.3% | -26.7% |
| YTD | -28.5% | +51.3% | -79.8% | -34.2% |
| 1Y | -34.6% | -14.5% | -20.2% | -37.5% |
| All | -34.6% | -16.3% | -18.3% | -37.5% |
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