+4,605.7%
ADSK vs OMC
+5,772.0%
-1,166.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.7% |
| 7D | -10.9% | -6.2% | -4.7% | -8.0% |
| 30D | -15.9% | -7.6% | -8.3% | -12.6% |
| 3M | -4.4% | +7.4% | -11.8% | -7.8% |
| 6M | -16.6% | +0.1% | -16.8% | -16.9% |
| YTD | -28.5% | +0.4% | -28.9% | -29.6% |
| 1Y | -34.6% | +7.8% | -42.4% | -38.3% |
| 3Y | -3.5% | +11.8% | -15.3% | -12.6% |
| 5Y | -25.6% | +32.5% | -58.1% | -38.8% |
| 10Y | +216.6% | +34.2% | +182.3% | +140.4% |
| All | +4,605.7% | +5,772.0% | -1,166.3% | +618.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling