-5.5%
ADSK vs STRL
+526.3%
-531.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.6% |
| 7D | -14.5% | +8.2% | -22.7% | -14.7% |
| 30D | -19.3% | -6.3% | -13.0% | -19.2% |
| 3M | -7.8% | -41.2% | +33.4% | -6.1% |
| 6M | -20.8% | +20.4% | -41.1% | -26.4% |
| YTD | -30.2% | +61.7% | -91.9% | -38.3% |
| 1Y | -36.5% | +72.7% | -109.2% | -45.2% |
| All | -5.5% | +526.3% | -531.8% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling