+18.7%
AEM vs ADSK
-10.6%
+29.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +7.0% | +2.6% | +9.7% |
| 7D | +0.2% | +11.4% | -11.2% | +0.4% |
| 30D | +0.1% | +21.9% | -21.8% | +0.6% |
| 3M | +22.1% | +13.9% | +8.2% | +22.9% |
| 6M | +2.4% | +9.1% | -6.7% | +4.1% |
| YTD | +8.9% | -8.8% | +17.7% | +15.3% |
| 1Y | +18.7% | -10.2% | +28.9% | +27.5% |
| All | +18.7% | -10.6% | +29.3% | +27.5% |
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