-24.5%
ADSK vs JBL
+409.3%
-433.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.7% | -0.9% |
| 7D | -2.5% | +2.4% | -4.9% | -3.2% |
| 30D | -14.9% | -13.1% | -1.8% | -12.0% |
| 3M | +3.3% | -15.6% | +18.9% | +6.7% |
| 6M | -15.7% | +24.6% | -40.2% | -25.7% |
| YTD | -28.2% | +39.6% | -67.8% | -40.2% |
| 1Y | -34.5% | +48.6% | -83.2% | -47.5% |
| 3Y | -2.9% | +197.3% | -200.2% | -49.4% |
| All | -24.5% | +409.3% | -433.8% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling