+1.1%
ADSK vs AMIX
-100.0%
+101.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -20.0% | +20.0% | 0.0% |
| 7D | -3.7% | -8.1% | +4.3% | -3.7% |
| 30D | +11.3% | -52.3% | +63.6% | +11.6% |
| 3M | +3.3% | -83.8% | +87.1% | +3.9% |
| 6M | +10.1% | -79.0% | +89.1% | +9.2% |
| YTD | -12.2% | -87.2% | +75.0% | -12.8% |
| 1Y | -13.9% | -91.7% | +77.8% | -14.5% |
| All | +1.1% | -100.0% | +101.0% | +0.3% |
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