-17.1%
ADSK vs AMDL
+115.6%
-132.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.7% | +9.1% | +2.5% |
| 7D | -10.9% | +20.7% | -31.6% | -11.2% |
| 30D | -15.9% | +9.4% | -25.3% | -16.1% |
| 3M | -4.4% | +5.6% | -10.0% | -5.9% |
| 6M | -16.6% | +340.3% | -356.9% | -26.7% |
| YTD | -28.5% | +253.6% | -282.1% | -37.1% |
| 1Y | -34.6% | +443.4% | -478.0% | -46.1% |
| All | -17.1% | +115.6% | -132.6% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling