+629.3%
ON vs ADSK
+222.2%
+407.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.3% |
| 7D | +2.4% | -2.5% | +4.9% | +4.0% |
| 30D | -8.6% | -14.9% | +6.3% | +0.1% |
| 3M | -34.3% | +3.3% | -37.7% | -38.8% |
| 6M | +28.5% | -15.7% | +44.2% | +33.3% |
| YTD | +40.6% | -28.2% | +68.9% | +60.8% |
| 1Y | +55.3% | -34.5% | +89.9% | +89.9% |
| 3Y | -22.2% | -2.9% | -19.3% | -30.1% |
| 5Y | +62.4% | -25.3% | +87.7% | +70.3% |
| All | +629.3% | +222.2% | +407.1% | +223.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling