-2.9%
ADSK vs OMC
+10.5%
-13.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -2.5% | -4.4% | +1.8% | -0.8% |
| 30D | -14.9% | -7.6% | -7.3% | -12.2% |
| 3M | +3.3% | +4.5% | -1.2% | +1.8% |
| 6M | -15.7% | -0.3% | -15.4% | -15.6% |
| YTD | -28.2% | -0.1% | -28.1% | -28.5% |
| 1Y | -34.5% | +4.6% | -39.2% | -36.1% |
| 3Y | -2.9% | +10.5% | -13.4% | -11.6% |
| All | -2.9% | +10.5% | -13.4% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling