+106.2%
AMT vs ADSK
+222.2%
-116.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +1.1% | -2.5% | +3.7% | +1.7% |
| 30D | +4.4% | -14.9% | +19.2% | +7.9% |
| 3M | -5.2% | +3.3% | -8.5% | -6.4% |
| 6M | -0.8% | -15.7% | +14.8% | +2.1% |
| YTD | +3.3% | -28.2% | +31.5% | +9.9% |
| 1Y | -6.0% | -34.5% | +28.5% | +2.1% |
| 3Y | +9.6% | -2.9% | +12.5% | +5.2% |
| 5Y | -29.2% | -25.3% | -3.9% | -29.8% |
| All | +106.2% | +222.2% | -116.0% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling