+215.4%
ADSK vs JD
+20.6%
+194.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -2.5% | -4.2% | +1.7% | -1.4% |
| 30D | -14.9% | -14.4% | -0.5% | -11.6% |
| 3M | +3.3% | -3.6% | +6.9% | +4.0% |
| 6M | -15.7% | -0.3% | -15.4% | -16.3% |
| YTD | -28.2% | -2.4% | -25.9% | -28.6% |
| 1Y | -34.5% | -18.5% | -16.0% | -31.9% |
| 3Y | -2.9% | -7.0% | +4.1% | -9.0% |
| 5Y | -25.3% | -61.7% | +36.4% | -15.8% |
| All | +215.4% | +20.6% | +194.7% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling