+100.7%
ROST vs ADSK
-3.2%
+104.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.3% |
| 7D | +0.2% | -2.5% | +2.7% | +0.7% |
| 30D | -6.9% | -14.9% | +8.0% | -4.3% |
| 3M | -3.3% | +3.3% | -6.6% | -4.6% |
| 6M | +9.0% | -15.7% | +24.7% | +11.9% |
| YTD | +28.9% | -28.2% | +57.1% | +38.0% |
| 1Y | +54.0% | -34.5% | +88.5% | +69.4% |
| 3Y | +100.7% | -2.9% | +103.6% | +89.0% |
| All | +100.7% | -3.2% | +104.0% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling