+4,619.0%
ADSK vs AME
+18,712.3%
-14,093.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -14.3% | +2.8% | -17.1% | -15.5% |
| 30D | -14.8% | -6.3% | -8.5% | -12.3% |
| 3M | -5.7% | +5.4% | -11.1% | -8.8% |
| 6M | -18.7% | +7.4% | -26.1% | -22.8% |
| YTD | -28.3% | +16.2% | -44.5% | -34.7% |
| 1Y | -35.1% | +26.8% | -61.9% | -43.5% |
| 3Y | -3.2% | +57.5% | -60.7% | -24.9% |
| 5Y | -26.7% | +84.8% | -111.6% | -46.8% |
| 10Y | +208.4% | +424.3% | -215.9% | +39.3% |
| All | +4,619.0% | +18,712.3% | -14,093.2% | +601.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling