-24.5%
ADSK vs JAAA
+26.5%
-51.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | -14.9% | +0.5% | -15.4% | -15.8% |
| 3M | +3.3% | +1.3% | +2.1% | +0.8% |
| 6M | -15.7% | +2.8% | -18.4% | -20.1% |
| YTD | -28.2% | +3.3% | -31.5% | -32.6% |
| 1Y | -34.5% | +4.9% | -39.5% | -40.5% |
| 3Y | -2.9% | +19.0% | -21.9% | -23.8% |
| All | -24.5% | +26.5% | -51.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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