+1.7%
ADSK vs AMDL
+145.7%
-144.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.9% | -12.1% | -0.3% |
| 7D | -3.6% | +103.5% | -107.1% | -4.0% |
| 30D | +12.6% | -18.3% | +30.9% | +12.8% |
| 3M | +4.0% | +20.1% | -16.1% | +3.5% |
| 6M | +10.5% | +15.9% | -5.4% | +8.0% |
| YTD | -12.3% | +303.0% | -315.4% | -23.1% |
| 1Y | -14.0% | +164.0% | -178.0% | -22.2% |
| All | +1.7% | +145.7% | -144.0% | -19.6% |
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