-18.6%
ADSK vs JAAA
+29.3%
-47.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.5% |
| 7D | -10.9% | +0.1% | -11.0% | -11.1% |
| 30D | -15.9% | +0.4% | -16.3% | -16.6% |
| 3M | -4.4% | +1.2% | -5.6% | -6.6% |
| 6M | -16.6% | +2.7% | -19.3% | -20.8% |
| YTD | -28.5% | +3.2% | -31.7% | -32.8% |
| 1Y | -34.6% | +4.8% | -39.5% | -40.5% |
| 3Y | -3.5% | +19.0% | -22.4% | -25.3% |
| 5Y | -25.6% | +26.8% | -52.4% | -47.9% |
| All | -18.6% | +29.3% | -47.9% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling