-25.9%
ADSK vs ONON
-22.6%
-3.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.2% |
| 7D | -2.5% | -2.1% | -0.5% | -2.0% |
| 30D | -14.9% | -11.6% | -3.3% | -12.2% |
| 3M | +3.3% | -30.1% | +33.4% | +12.1% |
| 6M | -15.7% | -30.5% | +14.8% | -9.2% |
| YTD | -28.2% | -41.0% | +12.8% | -19.6% |
| 1Y | -34.5% | -36.7% | +2.1% | -28.6% |
| 3Y | -2.9% | -8.6% | +5.7% | -9.8% |
| All | -25.9% | -22.6% | -3.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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