-22.2%
ON vs ADSK
-3.2%
-19.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.4% |
| 7D | +2.4% | -2.5% | +4.9% | +3.2% |
| 30D | -8.6% | -14.9% | +6.3% | -4.5% |
| 3M | -34.3% | +3.3% | -37.7% | -36.9% |
| 6M | +28.5% | -15.7% | +44.2% | +33.7% |
| YTD | +40.6% | -28.2% | +68.9% | +61.8% |
| 1Y | +55.3% | -34.5% | +89.9% | +91.4% |
| 3Y | -22.2% | -2.9% | -19.3% | -28.1% |
| All | -22.2% | -3.2% | -19.0% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling