-34.5%
ADSK vs AMP
+14.8%
-49.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | -14.9% | -1.3% | -13.6% | -14.4% |
| 3M | +3.3% | +24.2% | -20.9% | -3.6% |
| 6M | -15.7% | +24.6% | -40.2% | -21.7% |
| YTD | -28.2% | +14.8% | -43.1% | -32.2% |
| 1Y | -34.5% | +12.8% | -47.3% | -37.6% |
| All | -34.5% | +14.8% | -49.3% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling