-2.9%
ADSK vs JBL
+195.4%
-198.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.7% | -0.1% |
| 7D | -2.5% | +2.4% | -4.9% | -2.7% |
| 30D | -14.9% | -13.1% | -1.8% | -13.9% |
| 3M | +3.3% | -15.6% | +18.9% | +4.9% |
| 6M | -15.7% | +24.6% | -40.2% | -21.2% |
| YTD | -28.2% | +39.6% | -67.8% | -35.0% |
| 1Y | -34.5% | +48.6% | -83.2% | -42.0% |
| 3Y | -2.9% | +197.3% | -200.2% | -30.8% |
| All | -2.9% | +195.4% | -198.3% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling