-31.9%
ADSK vs JBL
+52.3%
-84.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.5% | -9.8% | -8.0% |
| 7D | -16.4% | +3.0% | -19.4% | -15.9% |
| 30D | -9.2% | -8.3% | -1.0% | -10.5% |
| 3M | -6.7% | -16.9% | +10.2% | -8.1% |
| 6M | -15.5% | +21.8% | -37.3% | -16.9% |
| YTD | -26.4% | +36.3% | -62.7% | -28.3% |
| 1Y | -31.9% | +49.5% | -81.4% | -34.9% |
| All | -31.9% | +52.3% | -84.2% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling