-27.4%
ADSK vs STT
+154.2%
-181.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -14.5% | +1.0% | -15.5% | -14.9% |
| 30D | -19.3% | +2.8% | -22.1% | -20.5% |
| 3M | -7.8% | +18.1% | -25.9% | -15.7% |
| 6M | -20.8% | +59.2% | -80.0% | -37.9% |
| YTD | -30.2% | +51.5% | -81.7% | -44.2% |
| 1Y | -36.5% | +75.7% | -112.1% | -53.1% |
| 3Y | -5.7% | +200.8% | -206.5% | -48.5% |
| All | -27.4% | +154.2% | -181.5% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling