+214.2%
ADSK vs STLD
+1,117.5%
-903.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -10.9% | -3.6% | -7.3% | -9.9% |
| 30D | -15.9% | -10.1% | -5.8% | -13.4% |
| 3M | -4.4% | -11.4% | +7.1% | -1.7% |
| 6M | -16.6% | +30.8% | -47.5% | -24.9% |
| YTD | -28.5% | +40.7% | -69.2% | -37.7% |
| 1Y | -34.6% | +80.8% | -115.4% | -47.9% |
| 3Y | -3.5% | +140.2% | -143.6% | -32.5% |
| 5Y | -25.6% | +288.5% | -314.1% | -57.5% |
| All | +214.2% | +1,117.5% | -903.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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