-34.5%
ADSK vs STZ
-11.8%
-22.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.3% |
| 7D | -2.5% | -4.5% | +1.9% | -3.0% |
| 30D | -14.9% | -8.6% | -6.3% | -15.7% |
| 3M | +3.3% | -13.8% | +17.1% | +0.9% |
| 6M | -15.7% | -17.2% | +1.5% | -18.5% |
| YTD | -28.2% | -9.4% | -18.9% | -31.1% |
| 1Y | -34.5% | -11.9% | -22.7% | -37.7% |
| All | -34.5% | -11.8% | -22.7% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling