+1,092.8%
STX vs ADSK
-26.7%
+1,119.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.3% |
| 7D | +8.0% | -10.9% | +18.9% | +11.1% |
| 30D | +5.1% | -15.9% | +21.0% | +9.6% |
| 3M | +5.8% | -4.4% | +10.1% | +4.0% |
| 6M | +124.9% | -16.6% | +141.6% | +131.1% |
| YTD | +213.9% | -28.5% | +242.4% | +243.1% |
| 1Y | +350.4% | -34.6% | +385.0% | +411.1% |
| 3Y | +1,314.2% | -3.5% | +1,317.7% | +1,209.3% |
| 5Y | +1,092.8% | -25.6% | +1,118.4% | +1,000.5% |
| All | +1,092.8% | -26.7% | +1,119.5% | +1,000.5% |
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