+3,343.4%
STX vs ADSK
+222.2%
+3,121.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | -2.3% | -2.5% | +0.3% | -1.5% |
| 30D | -5.5% | -14.9% | +9.4% | -1.0% |
| 3M | -4.3% | +3.3% | -7.6% | -8.6% |
| 6M | +115.6% | -15.7% | +131.3% | +119.8% |
| YTD | +202.2% | -28.2% | +230.4% | +226.9% |
| 1Y | +325.3% | -34.5% | +359.8% | +376.5% |
| 3Y | +1,283.9% | -2.9% | +1,286.8% | +1,192.4% |
| 5Y | +1,048.3% | -25.3% | +1,073.6% | +1,043.5% |
| All | +3,343.4% | +222.2% | +3,121.2% | +1,659.2% |
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 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