+465.1%
STM vs ADSK
+255.5%
+209.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.4% |
| 7D | +12.0% | +1.0% | +11.0% | +11.4% |
| 30D | -0.4% | +14.4% | -14.8% | -8.5% |
| 3M | -13.2% | +2.5% | -15.7% | -16.7% |
| 6M | -26.1% | +14.5% | -40.5% | -35.9% |
| YTD | +81.2% | -10.7% | +91.9% | +78.3% |
| 1Y | +98.3% | -11.0% | +109.3% | +95.6% |
| 3Y | +16.7% | +25.9% | -9.1% | -10.4% |
| 5Y | -4.8% | -19.7% | +14.9% | -7.0% |
| All | +465.1% | +255.5% | +209.5% | +169.7% |
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