+215.4%
ADSK vs AME
+445.1%
-229.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -1.8% |
| 7D | -2.5% | +1.7% | -4.3% | -3.7% |
| 30D | -14.9% | -6.4% | -8.4% | -11.2% |
| 3M | +3.3% | +7.1% | -3.8% | -2.5% |
| 6M | -15.7% | +8.2% | -23.8% | -22.3% |
| YTD | -28.2% | +18.2% | -46.4% | -38.4% |
| 1Y | -34.5% | +26.7% | -61.3% | -46.9% |
| 3Y | -2.9% | +60.7% | -63.6% | -35.9% |
| 5Y | -25.3% | +91.6% | -116.9% | -56.7% |
| All | +215.4% | +445.1% | -229.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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