+44.4%
ADSK vs ONTO
+695.7%
-651.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -3.8% |
| 7D | -14.3% | +9.7% | -24.0% | -16.4% |
| 30D | -14.8% | -8.8% | -6.0% | -13.7% |
| 3M | -5.7% | +4.5% | -10.2% | -12.2% |
| 6M | -18.7% | +56.4% | -75.1% | -35.0% |
| YTD | -28.3% | +78.1% | -106.4% | -45.9% |
| 1Y | -35.1% | +171.3% | -206.3% | -58.3% |
| 3Y | -3.2% | +118.7% | -121.8% | -43.4% |
| 5Y | -26.7% | +269.4% | -296.1% | -68.3% |
| All | +44.4% | +695.7% | -651.3% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling