+312.1%
ROST vs ADSK
+222.2%
+89.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.2% |
| 7D | +0.2% | -2.5% | +2.7% | +1.0% |
| 30D | -6.9% | -14.9% | +8.0% | -2.6% |
| 3M | -3.3% | +3.3% | -6.6% | -5.2% |
| 6M | +9.0% | -15.7% | +24.7% | +12.9% |
| YTD | +28.9% | -28.2% | +57.1% | +39.9% |
| 1Y | +54.0% | -34.5% | +88.5% | +72.3% |
| 3Y | +100.7% | -2.9% | +103.6% | +92.2% |
| 5Y | +116.0% | -25.3% | +141.4% | +116.3% |
| All | +312.1% | +222.2% | +89.9% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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