-3.3%
ADSK vs AME
+54.6%
-57.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -10.9% | 0.0% | -10.9% | -11.0% |
| 30D | -15.9% | -8.6% | -7.3% | -13.5% |
| 3M | -4.4% | +5.8% | -10.1% | -7.1% |
| 6M | -16.6% | +3.8% | -20.5% | -19.2% |
| YTD | -28.5% | +14.4% | -43.0% | -34.4% |
| 1Y | -34.6% | +25.8% | -60.4% | -43.2% |
| All | -3.3% | +54.6% | -57.8% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling