-26.7%
ADSK vs STLD
+291.8%
-318.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -14.3% | +2.7% | -17.0% | -15.0% |
| 30D | -14.8% | -8.4% | -6.4% | -13.0% |
| 3M | -5.7% | -9.9% | +4.2% | -3.7% |
| 6M | -18.7% | +33.0% | -51.7% | -26.6% |
| YTD | -28.3% | +42.6% | -70.9% | -37.3% |
| 1Y | -35.1% | +80.8% | -115.8% | -47.8% |
| 3Y | -3.2% | +143.4% | -146.6% | -32.5% |
| 5Y | -26.7% | +293.4% | -320.1% | -58.4% |
| All | -26.7% | +291.8% | -318.5% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling