+25.9%
ADSK vs JD
+17.9%
+8.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +1.0% | -4.1% | +5.2% | +1.5% |
| 30D | +14.4% | +4.6% | +9.8% | +13.8% |
| 3M | +2.5% | -4.7% | +7.2% | +3.0% |
| 6M | +14.5% | -17.4% | +31.8% | +16.5% |
| YTD | -10.7% | +0.7% | -11.4% | -11.1% |
| 1Y | -11.0% | -5.9% | -5.1% | -10.8% |
| 3Y | +25.9% | +18.9% | +7.0% | +22.3% |
| All | +25.9% | +17.9% | +8.0% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling