+196.2%
ON vs ADSK
+2,074.6%
-1,878.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.0% |
| 7D | -2.2% | -14.3% | +12.2% | +5.9% |
| 30D | -12.4% | -14.8% | +2.4% | -5.5% |
| 3M | -41.2% | -5.7% | -35.5% | -41.7% |
| 6M | +25.0% | -18.7% | +43.7% | +31.7% |
| YTD | +31.3% | -28.3% | +59.6% | +46.4% |
| 1Y | +45.4% | -35.1% | +80.5% | +71.5% |
| 3Y | -27.4% | -3.2% | -24.2% | -32.0% |
| 5Y | +58.5% | -26.7% | +85.2% | +71.7% |
| 10Y | +561.8% | +208.4% | +353.4% | +242.6% |
| All | +196.2% | +2,074.6% | -1,878.4% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling