+96.5%
STM vs ADSK
-10.6%
+107.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.0% | -13.1% | -3.8% |
| 7D | -6.0% | +11.4% | -17.5% | -2.4% |
| 30D | -20.9% | +21.9% | -42.8% | -15.8% |
| 3M | -15.8% | +13.9% | -29.6% | -10.9% |
| 6M | -17.0% | +9.1% | -26.2% | -9.0% |
| YTD | +76.8% | -8.8% | +85.6% | +113.6% |
| 1Y | +96.5% | -10.2% | +106.7% | +140.3% |
| All | +96.5% | -10.6% | +107.1% | +140.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling