+4,745.6%
ADSK vs JBHT
+11,637.0%
-6,891.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.8% | -11.1% | -9.1% |
| 7D | -16.4% | +4.9% | -21.3% | -17.7% |
| 30D | -9.2% | +0.6% | -9.8% | -9.6% |
| 3M | -6.7% | -3.2% | -3.5% | -6.4% |
| 6M | -15.5% | +17.0% | -32.5% | -20.4% |
| YTD | -26.4% | +41.7% | -68.0% | -34.6% |
| 1Y | -31.9% | +90.0% | -121.9% | -45.3% |
| 3Y | -1.0% | +47.0% | -47.9% | -15.4% |
| 5Y | -24.5% | +58.3% | -82.8% | -36.9% |
| 10Y | +220.4% | +273.9% | -53.5% | +105.7% |
| All | +4,745.6% | +11,637.0% | -6,891.4% | +1,194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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