+215.4%
ADSK vs STZ
-11.3%
+226.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -2.5% | -4.5% | +1.9% | -0.8% |
| 30D | -14.9% | -8.6% | -6.3% | -12.0% |
| 3M | +3.3% | -13.8% | +17.1% | +9.0% |
| 6M | -15.7% | -17.2% | +1.5% | -10.6% |
| YTD | -28.2% | -9.4% | -18.9% | -27.9% |
| 1Y | -34.5% | -11.9% | -22.7% | -33.7% |
| 3Y | -2.9% | -49.6% | +46.7% | +23.9% |
| 5Y | -25.3% | -37.2% | +11.8% | -14.9% |
| All | +215.4% | -11.3% | +226.7% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling