+4,124.3%
ADSK vs STLD
+8,245.9%
-4,121.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.8% |
| 7D | +1.0% | +2.9% | -1.9% | +0.1% |
| 30D | +14.4% | -5.6% | +20.0% | +15.8% |
| 3M | +2.5% | -11.7% | +14.2% | +5.3% |
| 6M | +14.5% | -2.8% | +17.2% | +13.3% |
| YTD | -10.7% | +36.4% | -47.1% | -20.9% |
| 1Y | -11.0% | +50.0% | -61.0% | -23.4% |
| 3Y | +25.9% | +122.3% | -96.5% | -6.2% |
| 5Y | -19.7% | +273.2% | -292.9% | -50.1% |
| 10Y | +258.2% | +763.8% | -505.6% | +60.3% |
| All | +4,124.3% | +8,245.9% | -4,121.6% | +696.4% |
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 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