+2,036.6%
ADSK vs JBLU
-60.4%
+2,097.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.5% | -5.0% | +2.4% | -1.4% |
| 30D | -14.9% | -23.9% | +9.0% | -9.6% |
| 3M | +3.3% | -11.6% | +15.0% | +5.2% |
| 6M | -15.7% | -0.2% | -15.4% | -18.2% |
| YTD | -28.2% | -3.3% | -24.9% | -30.8% |
| 1Y | -34.5% | -15.4% | -19.2% | -35.3% |
| 3Y | -2.9% | -14.7% | +11.8% | -16.4% |
| 5Y | -25.3% | -70.0% | +44.7% | -18.2% |
| 10Y | +217.8% | -72.9% | +290.6% | +216.5% |
| All | +2,036.6% | -60.4% | +2,097.0% | +1,321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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