-31.9%
ADSK vs OMC
+9.8%
-41.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.5% | -5.8% | -7.3% |
| 7D | -16.4% | -6.4% | -10.0% | -14.3% |
| 30D | -9.2% | +1.1% | -10.3% | -9.4% |
| 3M | -6.7% | +10.4% | -17.1% | -9.5% |
| 6M | -15.5% | -1.7% | -13.8% | -16.0% |
| YTD | -26.4% | +4.4% | -30.8% | -28.3% |
| 1Y | -31.9% | +8.4% | -40.3% | -34.0% |
| All | -31.9% | +9.8% | -41.6% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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