+351.4%
ADSK vs AMC
-98.1%
+449.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.3% | -12.6% | -8.4% |
| 7D | -16.4% | +2.3% | -18.7% | -16.5% |
| 30D | -9.2% | -0.7% | -8.5% | -9.2% |
| 3M | -6.7% | +35.2% | -41.9% | -7.9% |
| 6M | -15.5% | +124.6% | -140.1% | -18.0% |
| YTD | -26.4% | +69.9% | -96.3% | -28.0% |
| 1Y | -31.9% | -2.6% | -29.3% | -32.4% |
| 3Y | -1.0% | -79.8% | +78.8% | +0.3% |
| 5Y | -24.5% | -99.4% | +74.9% | -19.6% |
| 10Y | +220.4% | -98.9% | +319.3% | +259.0% |
| All | +351.4% | -98.1% | +449.5% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling