+4,286.9%
ADSK vs JBL
+41,567.8%
-37,280.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +3.1% |
| 7D | -10.9% | -1.0% | -9.9% | -10.7% |
| 30D | -15.9% | -15.1% | -0.8% | -12.7% |
| 3M | -4.4% | -14.0% | +9.7% | -2.4% |
| 6M | -16.6% | +20.6% | -37.3% | -23.0% |
| YTD | -28.5% | +32.9% | -61.4% | -36.0% |
| 1Y | -34.6% | +40.5% | -75.2% | -42.7% |
| 3Y | -3.5% | +183.7% | -187.2% | -31.5% |
| 5Y | -25.6% | +388.3% | -413.9% | -53.9% |
| 10Y | +216.6% | +1,464.9% | -1,248.3% | +45.8% |
| All | +4,286.9% | +41,567.8% | -37,280.9% | +1,284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling