+3,513.3%
ADSK vs STRL
+19,359.6%
-15,846.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.8% | -14.0% | -8.6% |
| 7D | -16.4% | +3.4% | -19.8% | -16.6% |
| 30D | -9.2% | -9.2% | 0.0% | -8.8% |
| 3M | -6.7% | -51.0% | +44.3% | -3.8% |
| 6M | -15.5% | +15.8% | -31.3% | -18.1% |
| YTD | -26.4% | +58.9% | -85.3% | -30.1% |
| 1Y | -31.9% | +68.5% | -100.4% | -35.8% |
| 3Y | -1.0% | +485.2% | -486.2% | -14.4% |
| 5Y | -24.5% | +2,005.1% | -2,029.6% | -39.5% |
| 10Y | +220.4% | +7,118.0% | -6,897.6% | +137.5% |
| All | +3,513.3% | +19,359.6% | -15,846.3% | +2,323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling