+55.3%
ON vs ADSK
-34.7%
+90.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.6% |
| 7D | +2.4% | -2.5% | +4.9% | +1.8% |
| 30D | -8.6% | -14.9% | +6.3% | -11.6% |
| 3M | -34.3% | +3.3% | -37.7% | -32.6% |
| 6M | +28.5% | -15.7% | +44.2% | +31.9% |
| YTD | +40.6% | -28.2% | +68.9% | +59.1% |
| 1Y | +55.3% | -34.5% | +89.9% | +91.3% |
| All | +55.3% | -34.7% | +90.0% | +91.3% |
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