+214.2%
ADSK vs STRL
+6,846.4%
-6,632.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.7% |
| 7D | -10.9% | +5.4% | -16.3% | -11.7% |
| 30D | -15.9% | -9.0% | -6.9% | -15.1% |
| 3M | -4.4% | -37.1% | +32.7% | 0.0% |
| 6M | -16.6% | +17.8% | -34.5% | -25.5% |
| YTD | -28.5% | +58.3% | -86.8% | -40.5% |
| 1Y | -34.6% | +61.0% | -95.7% | -46.6% |
| 3Y | -3.5% | +517.8% | -521.3% | -45.5% |
| 5Y | -25.6% | +2,119.0% | -2,144.6% | -69.8% |
| All | +214.2% | +6,846.4% | -6,632.2% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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