-34.5%
ADSK vs STLA
-40.1%
+5.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.3% |
| 7D | -2.5% | -2.9% | +0.4% | -2.5% |
| 30D | -14.9% | +0.9% | -15.8% | -14.9% |
| 3M | +3.3% | -21.6% | +24.9% | +3.2% |
| 6M | -15.7% | -21.6% | +6.0% | -15.7% |
| YTD | -28.2% | -50.4% | +22.2% | -27.1% |
| 1Y | -34.5% | -43.6% | +9.0% | -35.9% |
| All | -34.5% | -40.1% | +5.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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