-28.2%
ADSK vs AMC
-99.5%
+71.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.3% |
| 7D | -14.5% | -6.8% | -7.7% | -14.1% |
| 30D | -19.3% | +1.7% | -21.0% | -19.5% |
| 3M | -7.8% | +26.8% | -34.6% | -10.6% |
| 6M | -20.8% | +117.7% | -138.5% | -27.0% |
| YTD | -30.2% | +57.7% | -87.9% | -34.1% |
| 1Y | -36.5% | -12.5% | -24.0% | -37.4% |
| 3Y | -5.7% | -65.7% | +60.0% | -4.7% |
| 5Y | -28.2% | -99.5% | +71.3% | +0.4% |
| All | -28.2% | -99.5% | +71.3% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling