-31.9%
ADSK vs JD
-5.6%
-26.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.9% | -10.1% | -8.4% |
| 7D | -16.4% | -1.7% | -14.7% | -16.3% |
| 30D | -9.2% | -13.2% | +3.9% | -8.1% |
| 3M | -6.7% | -3.2% | -3.6% | -6.5% |
| 6M | -15.5% | +15.2% | -30.7% | -17.1% |
| YTD | -26.4% | +2.0% | -28.4% | -26.2% |
| 1Y | -31.9% | -5.4% | -26.5% | -30.0% |
| All | -31.9% | -5.6% | -26.2% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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