-19.7%
ADSK vs AMIX
-99.9%
+80.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -14.5% | +1.6% | -16.1% | -14.5% |
| 30D | -19.3% | -50.8% | +31.5% | -19.2% |
| 3M | -7.8% | -46.3% | +38.5% | -8.8% |
| 6M | -20.8% | -49.9% | +29.1% | -21.6% |
| YTD | -30.2% | -60.4% | +30.2% | -30.9% |
| 1Y | -36.5% | -81.7% | +45.3% | -37.1% |
| All | -19.7% | -99.9% | +80.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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