+69,276.3%
ROST vs ADSK
+4,642.0%
+64,634.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.3% |
| 7D | -2.2% | -14.5% | +12.3% | +0.6% |
| 30D | -11.4% | -19.3% | +7.9% | -8.0% |
| 3M | -1.6% | -7.8% | +6.2% | -0.7% |
| 6M | +6.8% | -20.8% | +27.6% | +10.5% |
| YTD | +25.8% | -30.2% | +56.0% | +32.9% |
| 1Y | +52.4% | -36.5% | +88.9% | +63.9% |
| 3Y | +94.4% | -5.7% | +100.1% | +92.0% |
| 5Y | +108.2% | -28.2% | +136.4% | +112.7% |
| 10Y | +308.5% | +209.1% | +99.4% | +217.2% |
| All | +69,276.3% | +4,642.0% | +64,634.3% | +31,094.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling