+54.8%
ON vs ADSK
-31.6%
+86.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.3% | +9.3% | -0.9% |
| 7D | +2.4% | -16.4% | +18.8% | -1.6% |
| 30D | -3.3% | -9.2% | +5.9% | -4.9% |
| 3M | -43.6% | -6.7% | -36.8% | -41.8% |
| 6M | +19.0% | -15.5% | +34.5% | +23.4% |
| YTD | +37.4% | -26.4% | +63.7% | +56.6% |
| 1Y | +54.8% | -31.9% | +86.7% | +90.3% |
| All | +54.8% | -31.6% | +86.4% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling