-19.0%
ADSK vs AMDL
+131.0%
-150.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.0% | -8.7% | -2.7% |
| 7D | -14.5% | +29.0% | -43.5% | -14.9% |
| 30D | -19.3% | +19.1% | -38.4% | -19.6% |
| 3M | -7.8% | +1.8% | -9.6% | -8.9% |
| 6M | -20.8% | +374.4% | -395.2% | -30.4% |
| YTD | -30.2% | +278.9% | -309.1% | -38.6% |
| 1Y | -36.5% | +510.6% | -547.0% | -47.9% |
| All | -19.0% | +131.0% | -150.0% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling