-28.2%
ADSK vs STRL
+2,102.6%
-2,130.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -14.5% | +8.2% | -22.7% | -15.2% |
| 30D | -19.3% | -6.3% | -13.0% | -19.0% |
| 3M | -7.8% | -41.2% | +33.4% | -3.9% |
| 6M | -20.8% | +20.4% | -41.1% | -28.9% |
| YTD | -30.2% | +61.7% | -91.9% | -41.6% |
| 1Y | -36.5% | +72.7% | -109.2% | -48.6% |
| 3Y | -5.7% | +530.9% | -536.7% | -50.1% |
| 5Y | -28.2% | +2,125.4% | -2,153.6% | -77.4% |
| All | -28.2% | +2,102.6% | -2,130.8% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling