+17,056.4%
STX vs ADSK
+2,850.3%
+14,206.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +7.5% |
| 7D | +10.7% | -14.3% | +25.1% | +17.3% |
| 30D | +11.3% | -14.8% | +26.1% | +17.5% |
| 3M | +3.2% | -5.7% | +8.9% | +1.6% |
| 6M | +157.0% | -18.7% | +175.7% | +165.9% |
| YTD | +229.2% | -28.3% | +257.5% | +257.1% |
| 1Y | +381.8% | -35.1% | +416.9% | +444.0% |
| 3Y | +1,383.2% | -3.2% | +1,386.4% | +1,279.7% |
| 5Y | +1,144.9% | -26.7% | +1,171.6% | +1,156.0% |
| 10Y | +3,676.0% | +208.4% | +3,467.6% | +1,712.1% |
| All | +17,056.4% | +2,850.3% | +14,206.0% | +2,905.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling