+338.7%
AEM vs ADSK
-3.2%
+341.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -2.1% | -2.5% | +0.4% | -1.9% |
| 30D | +8.4% | -14.9% | +23.3% | +9.9% |
| 3M | +27.3% | +3.3% | +24.0% | +26.8% |
| 6M | -9.7% | -15.7% | +6.0% | -8.0% |
| YTD | +19.0% | -28.2% | +47.2% | +24.2% |
| 1Y | +31.5% | -34.5% | +66.0% | +39.6% |
| 3Y | +338.7% | -2.9% | +341.6% | +316.6% |
| All | +338.7% | -3.2% | +341.9% | +316.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling