-24.5%
ADSK vs ONTO
+261.1%
-285.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | -0.4% |
| 7D | -2.5% | +4.9% | -7.5% | -3.5% |
| 30D | -14.9% | -16.6% | +1.8% | -12.4% |
| 3M | +3.3% | -7.3% | +10.7% | +1.0% |
| 6M | -15.7% | +45.9% | -61.6% | -28.5% |
| YTD | -28.2% | +78.2% | -106.4% | -43.3% |
| 1Y | -34.5% | +159.8% | -194.4% | -54.5% |
| 3Y | -2.9% | +123.4% | -126.3% | -40.9% |
| All | -24.5% | +261.1% | -285.5% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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