+4,619.0%
ADSK vs STT
+7,281.4%
-2,662.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | -14.3% | +2.2% | -16.5% | -15.0% |
| 30D | -14.8% | +3.9% | -18.7% | -16.1% |
| 3M | -5.7% | +19.2% | -24.9% | -12.1% |
| 6M | -18.7% | +60.4% | -79.1% | -32.2% |
| YTD | -28.3% | +51.5% | -79.8% | -39.1% |
| 1Y | -35.1% | +76.3% | -111.3% | -47.9% |
| 3Y | -3.2% | +200.7% | -203.9% | -36.5% |
| 5Y | -26.7% | +157.5% | -184.2% | -50.0% |
| 10Y | +208.4% | +262.0% | -53.6% | +77.3% |
| All | +4,619.0% | +7,281.4% | -2,662.3% | +578.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling