-10.2%
ADSK vs STT
+53.6%
-63.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.2% | +4.9% | +7.1% |
| 7D | +11.4% | -0.1% | +11.5% | +11.4% |
| 30D | +21.9% | -1.7% | +23.6% | +21.8% |
| 3M | +13.9% | -6.4% | +20.2% | +13.5% |
| 6M | +9.1% | +17.7% | -8.6% | +4.2% |
| YTD | -8.8% | +36.9% | -45.6% | -17.4% |
| 1Y | -10.2% | +52.0% | -62.3% | -22.9% |
| All | -10.2% | +53.6% | -63.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling