+5,870.5%
ADSK vs STZ
+9,621.1%
-3,750.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -8.1% |
| 7D | -16.4% | -1.9% | -14.5% | -16.0% |
| 30D | -9.2% | -1.9% | -7.3% | -8.8% |
| 3M | -6.7% | -6.2% | -0.5% | -5.3% |
| 6M | -15.5% | -14.0% | -1.5% | -12.8% |
| YTD | -26.4% | -5.1% | -21.3% | -26.6% |
| 1Y | -31.9% | -9.6% | -22.3% | -31.3% |
| 3Y | -1.0% | -47.2% | +46.3% | +13.9% |
| 5Y | -24.5% | -33.6% | +9.0% | -18.3% |
| 10Y | +220.4% | -9.8% | +230.2% | +215.3% |
| All | +5,870.5% | +9,621.1% | -3,750.6% | +2,669.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling