+17.6%
ONDS vs ADSK
-23.4%
+41.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | -5.1% | -2.5% | -2.6% | -3.6% |
| 30D | -26.0% | -14.9% | -11.1% | -18.7% |
| 3M | -26.4% | +3.3% | -29.8% | -30.7% |
| 6M | -26.4% | -15.7% | -10.8% | -21.3% |
| YTD | -25.9% | -28.2% | +2.3% | -13.2% |
| 1Y | +12.6% | -34.5% | +47.2% | +42.7% |
| 3Y | +706.9% | -2.9% | +709.8% | +635.0% |
| 5Y | -2.4% | -25.3% | +22.9% | +3.1% |
| All | +17.6% | -23.4% | +41.0% | +15.6% |
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