+365.4%
STX vs ADSK
-31.6%
+397.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -8.3% | +14.6% | +3.0% |
| 7D | +2.4% | -16.4% | +18.8% | -4.4% |
| 30D | +1.4% | -9.2% | +10.6% | -1.6% |
| 3M | -8.2% | -6.7% | -1.5% | -4.4% |
| 6M | +127.0% | -15.5% | +142.5% | +137.7% |
| YTD | +209.1% | -26.4% | +235.5% | +243.3% |
| 1Y | +365.4% | -31.9% | +397.3% | +423.4% |
| All | +365.4% | -31.6% | +397.0% | +423.4% |
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 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