+19.6%
STM vs ADSK
-5.9%
+25.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | +1.7% | -14.5% | +16.2% | +4.9% |
| 30D | -5.2% | -19.3% | +14.2% | -0.9% |
| 3M | -29.6% | -7.8% | -21.8% | -29.3% |
| 6M | +54.4% | -20.8% | +75.1% | +62.8% |
| YTD | +99.5% | -30.2% | +129.7% | +125.3% |
| 1Y | +100.8% | -36.5% | +137.2% | +139.3% |
| All | +19.6% | -5.9% | +25.4% | +10.4% |
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