+3,381.1%
ADSK vs STLD
+8,684.3%
-5,303.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.6% | -7.8% |
| 7D | -16.4% | +3.1% | -19.6% | -17.2% |
| 30D | -9.2% | -9.0% | -0.2% | -7.0% |
| 3M | -6.7% | -12.4% | +5.6% | -4.0% |
| 6M | -15.5% | +25.5% | -41.0% | -22.2% |
| YTD | -26.4% | +43.6% | -70.0% | -35.4% |
| 1Y | -31.9% | +87.2% | -119.1% | -45.0% |
| 3Y | -1.0% | +135.2% | -136.2% | -27.1% |
| 5Y | -24.5% | +290.9% | -315.4% | -53.6% |
| 10Y | +220.4% | +1,113.5% | -893.1% | +30.5% |
| All | +3,381.1% | +8,684.3% | -5,303.2% | +550.6% |
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