+655.9%
STM vs ADSK
+222.2%
+433.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -1.4% | -2.5% | +1.1% | -0.1% |
| 30D | -4.9% | -14.9% | +9.9% | +2.8% |
| 3M | -34.0% | +3.3% | -37.3% | -37.6% |
| 6M | +51.8% | -15.7% | +67.5% | +56.5% |
| YTD | +99.4% | -28.2% | +127.6% | +125.4% |
| 1Y | +99.1% | -34.5% | +133.6% | +138.4% |
| 3Y | +19.5% | -2.9% | +22.4% | +8.0% |
| 5Y | +19.5% | -25.3% | +44.8% | +22.1% |
| All | +655.9% | +222.2% | +433.6% | +265.9% |
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