-34.5%
ADSK vs JD
-15.9%
-18.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | -2.5% | -4.2% | +1.7% | -2.2% |
| 30D | -14.9% | -14.4% | -0.5% | -13.8% |
| 3M | +3.3% | -3.6% | +6.9% | +3.8% |
| 6M | -15.7% | -0.3% | -15.4% | -15.9% |
| YTD | -28.2% | -2.4% | -25.9% | -27.7% |
| 1Y | -34.5% | -18.5% | -16.0% | -32.9% |
| All | -34.5% | -15.9% | -18.6% | -32.9% |
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