-31.9%
ADSK vs AMDL
+384.9%
-416.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +9.2% | -17.5% | -7.9% |
| 7D | -16.4% | +4.5% | -20.9% | -16.2% |
| 30D | -9.2% | -4.4% | -4.8% | -9.2% |
| 3M | -6.7% | -30.5% | +23.8% | -6.7% |
| 6M | -15.5% | +300.9% | -316.4% | -17.6% |
| YTD | -26.4% | +219.9% | -246.3% | -28.2% |
| 1Y | -31.9% | +374.7% | -406.6% | -33.5% |
| All | -31.9% | +384.9% | -416.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling