+1,310.4%
AMT vs ADSK
+1,682.9%
-372.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.6% |
| 7D | -0.2% | -14.3% | +14.2% | +4.0% |
| 30D | +1.8% | -14.8% | +16.7% | +6.0% |
| 3M | -6.2% | -5.7% | -0.5% | -5.3% |
| 6M | -5.0% | -18.7% | +13.7% | -0.7% |
| YTD | +2.1% | -28.3% | +30.4% | +9.7% |
| 1Y | -5.7% | -35.1% | +29.3% | +3.9% |
| 3Y | +7.9% | -3.2% | +11.1% | +3.8% |
| 5Y | -32.3% | -26.7% | -5.6% | -32.0% |
| 10Y | +95.0% | +208.4% | -113.4% | +21.6% |
| All | +1,310.4% | +1,682.9% | -372.5% | +298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling