+394.3%
ADSK vs AMP
+2,095.9%
-1,701.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -10.9% | -2.0% | -8.9% | -10.0% |
| 30D | -15.9% | -1.7% | -14.2% | -15.2% |
| 3M | -4.4% | +23.2% | -27.6% | -13.8% |
| 6M | -16.6% | +22.2% | -38.8% | -24.7% |
| YTD | -28.5% | +14.0% | -42.5% | -33.5% |
| 1Y | -34.6% | +14.0% | -48.6% | -39.4% |
| 3Y | -3.5% | +67.0% | -70.4% | -26.6% |
| 5Y | -25.6% | +123.2% | -148.8% | -51.0% |
| 10Y | +216.6% | +578.5% | -361.9% | +12.9% |
| All | +394.3% | +2,095.9% | -1,701.6% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling