-2.9%
ADSK vs AMCR
+6.5%
-9.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -2.5% | -6.3% | +3.7% | -1.3% |
| 30D | -14.9% | -7.8% | -7.1% | -13.6% |
| 3M | +3.3% | +7.5% | -4.2% | +2.3% |
| 6M | -15.7% | +2.7% | -18.3% | -15.8% |
| YTD | -28.2% | +6.0% | -34.3% | -29.7% |
| 1Y | -34.5% | +7.8% | -42.3% | -36.2% |
| 3Y | -2.9% | +5.8% | -8.7% | -7.8% |
| All | -2.9% | +6.5% | -9.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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