-2.9%
ADSK vs AMP
+66.7%
-69.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | 0.0% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | -14.9% | -1.3% | -13.6% | -14.3% |
| 3M | +3.3% | +24.2% | -20.9% | -6.9% |
| 6M | -15.7% | +24.6% | -40.2% | -24.4% |
| YTD | -28.2% | +14.8% | -43.1% | -33.5% |
| 1Y | -34.5% | +12.8% | -47.3% | -38.9% |
| 3Y | -2.9% | +69.0% | -71.9% | -29.3% |
| All | -2.9% | +66.7% | -69.6% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling