+4,055.4%
ADSK vs STLD
+8,489.2%
-4,433.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -2.3% |
| 7D | +3.1% | -4.7% | +7.7% | +4.3% |
| 30D | +10.5% | -0.9% | +11.5% | +10.4% |
| 3M | +1.6% | -11.9% | +13.5% | +4.4% |
| 6M | +6.4% | +0.9% | +5.5% | +4.2% |
| YTD | -12.1% | +40.4% | -52.6% | -22.8% |
| 1Y | -12.9% | +56.6% | -69.5% | -26.0% |
| 3Y | +23.5% | +125.5% | -102.0% | -8.3% |
| 5Y | -18.9% | +292.8% | -311.7% | -50.3% |
| 10Y | +253.9% | +787.1% | -533.1% | +57.2% |
| All | +4,055.4% | +8,489.2% | -4,433.8% | +677.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling