-34.8%
ADSK vs STT
+77.0%
-111.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -10.9% | -1.4% | -9.5% | -10.8% |
| 30D | -15.9% | +2.2% | -18.1% | -16.1% |
| 3M | -4.4% | +18.8% | -23.2% | -7.7% |
| 6M | -16.6% | +57.9% | -74.6% | -25.9% |
| YTD | -28.5% | +51.0% | -79.5% | -36.2% |
| All | -34.8% | +77.0% | -111.8% | -45.7% |
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