+4,605.7%
ADSK vs AON
+4,880.3%
-274.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.0% |
| 7D | -10.9% | -5.9% | -5.0% | -8.8% |
| 30D | -15.9% | -13.7% | -2.2% | -11.3% |
| 3M | -4.4% | -8.3% | +3.9% | -1.3% |
| 6M | -16.6% | -3.6% | -13.0% | -15.5% |
| YTD | -28.5% | -12.4% | -16.2% | -25.1% |
| 1Y | -34.6% | -14.6% | -20.0% | -31.0% |
| 3Y | -3.5% | -5.7% | +2.3% | -3.3% |
| 5Y | -25.6% | +9.1% | -34.7% | -29.2% |
| 10Y | +216.6% | +208.7% | +7.9% | +108.6% |
| All | +4,605.7% | +4,880.3% | -274.6% | +1,218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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