+21.1%
STM vs ADSK
-28.7%
+49.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.4% |
| 7D | +1.7% | -14.5% | +16.2% | +8.7% |
| 30D | -5.2% | -19.3% | +14.2% | +3.7% |
| 3M | -29.6% | -7.8% | -21.8% | -29.4% |
| 6M | +54.4% | -20.8% | +75.1% | +64.5% |
| YTD | +99.5% | -30.2% | +129.7% | +128.2% |
| 1Y | +100.8% | -36.5% | +137.2% | +143.4% |
| 3Y | +20.2% | -5.7% | +25.9% | +9.8% |
| 5Y | +21.1% | -28.2% | +49.3% | +15.2% |
| All | +21.1% | -28.7% | +49.9% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling