+17.9%
ONDS vs ADSK
-23.7%
+41.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -2.0% |
| 7D | -5.0% | -10.9% | +5.9% | +1.7% |
| 30D | -25.6% | -15.9% | -9.7% | -17.6% |
| 3M | -22.1% | -4.4% | -17.8% | -23.1% |
| 6M | -27.6% | -16.6% | -10.9% | -21.9% |
| YTD | -25.7% | -28.5% | +2.8% | -12.8% |
| 1Y | +30.4% | -34.6% | +65.0% | +65.3% |
| 3Y | +695.0% | -3.5% | +698.4% | +627.0% |
| 5Y | -2.2% | -25.6% | +23.4% | +3.6% |
| All | +17.9% | -23.7% | +41.6% | +16.2% |
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