+438.9%
ADSK vs AMC
-97.5%
+536.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.3% |
| 7D | +3.1% | +5.5% | -2.4% | +2.9% |
| 30D | +10.5% | +16.1% | -5.6% | +10.0% |
| 3M | +1.6% | +43.0% | -41.4% | +0.4% |
| 6M | +6.4% | +130.7% | -124.3% | +3.2% |
| YTD | -12.1% | +121.8% | -133.9% | -14.8% |
| 1Y | -12.9% | +40.7% | -53.6% | -14.6% |
| 3Y | +23.5% | -56.8% | +80.3% | +22.9% |
| 5Y | -18.9% | -99.1% | +80.2% | -14.4% |
| 10Y | +253.9% | -98.7% | +352.6% | +304.6% |
| All | +438.9% | -97.5% | +536.4% | +411.8% |
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 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