+23.5%
ADSK vs AMC
-58.9%
+82.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.3% |
| 7D | +3.1% | +5.5% | -2.4% | +2.8% |
| 30D | +10.5% | +16.1% | -5.6% | +9.7% |
| 3M | +1.6% | +43.0% | -41.4% | -0.3% |
| 6M | +6.4% | +130.7% | -124.3% | +1.6% |
| YTD | -12.1% | +121.8% | -133.9% | -16.4% |
| 1Y | -12.9% | +40.7% | -53.6% | -16.1% |
| 3Y | +23.5% | -56.8% | +80.3% | +20.9% |
| All | +23.5% | -58.9% | +82.4% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling