+252.3%
ADSK vs STLD
+802.0%
-549.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.4% |
| 7D | -3.7% | -0.5% | -3.3% | -3.7% |
| 30D | +11.3% | -0.1% | +11.4% | +10.9% |
| 3M | +3.3% | -9.2% | +12.5% | +5.4% |
| 6M | +10.1% | +1.8% | +8.4% | +7.4% |
| YTD | -12.2% | +42.1% | -54.3% | -24.2% |
| 1Y | -13.9% | +58.5% | -72.4% | -28.4% |
| 3Y | +23.5% | +128.2% | -104.7% | -12.4% |
| 5Y | -20.0% | +288.2% | -308.3% | -54.5% |
| 10Y | +252.3% | +799.8% | -547.5% | +35.8% |
| All | +252.3% | +802.0% | -549.8% | +35.8% |
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