-24.5%
ADSK vs OMC
+30.5%
-55.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -2.5% | -4.4% | +1.8% | -0.4% |
| 30D | -14.9% | -7.6% | -7.3% | -11.6% |
| 3M | +3.3% | +4.5% | -1.2% | +1.2% |
| 6M | -15.7% | -0.3% | -15.4% | -15.7% |
| YTD | -28.2% | -0.1% | -28.1% | -28.8% |
| 1Y | -34.5% | +4.6% | -39.2% | -37.0% |
| 3Y | -2.9% | +10.5% | -13.4% | -13.2% |
| All | -24.5% | +30.5% | -55.0% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling