-14.6%
ADSK vs AMDL
+95.0%
-109.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +9.2% | -17.5% | -8.4% |
| 7D | -16.4% | +4.5% | -20.9% | -16.5% |
| 30D | -9.2% | -4.4% | -4.8% | -9.2% |
| 3M | -6.7% | -30.5% | +23.8% | -6.8% |
| 6M | -15.5% | +300.9% | -316.4% | -25.6% |
| YTD | -26.4% | +219.9% | -246.3% | -35.1% |
| 1Y | -31.9% | +374.7% | -406.6% | -43.6% |
| All | -14.6% | +95.0% | -109.6% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling