+123.8%
STX vs ADSK
-10.6%
+134.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.0% | -15.2% | -4.9% |
| 7D | -20.2% | +11.4% | -31.6% | -15.8% |
| 30D | -37.2% | +21.9% | -59.1% | -31.1% |
| 3M | -34.1% | +13.9% | -47.9% | -28.8% |
| 6M | -24.5% | +9.1% | -33.6% | -12.2% |
| YTD | +102.9% | -8.8% | +111.7% | +179.9% |
| 1Y | +123.8% | -10.2% | +134.0% | +211.3% |
| All | +123.8% | -10.6% | +134.4% | +211.3% |
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