+702.6%
ADSK vs STLA
+252.7%
+449.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -1.8% |
| 7D | -14.3% | +0.7% | -15.1% | -14.5% |
| 30D | -14.8% | -2.4% | -12.4% | -14.4% |
| 3M | -5.7% | -23.9% | +18.2% | +0.4% |
| 6M | -18.7% | -24.6% | +5.9% | -13.9% |
| YTD | -28.3% | -50.5% | +22.2% | -16.7% |
| 1Y | -35.1% | -39.8% | +4.8% | -29.2% |
| 3Y | -3.2% | -65.6% | +62.4% | +18.1% |
| 5Y | -26.7% | -62.1% | +35.4% | -14.3% |
| 10Y | +208.4% | +47.8% | +160.6% | +158.3% |
| All | +702.6% | +252.7% | +449.9% | +510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling