+39.2%
AEM vs ADSK
-31.6%
+70.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -1.5% |
| 7D | -0.5% | -16.4% | +15.9% | -1.2% |
| 30D | +24.0% | -9.2% | +33.2% | +23.9% |
| 3M | +16.1% | -6.7% | +22.8% | +17.2% |
| 6M | -11.6% | -15.5% | +3.9% | -9.8% |
| YTD | +21.5% | -26.4% | +47.9% | +25.6% |
| 1Y | +39.2% | -31.9% | +71.1% | +47.1% |
| All | +39.2% | -31.6% | +70.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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