+323.0%
ADSK vs JD
+48.3%
+274.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.9% | -10.1% | -8.7% |
| 7D | -16.4% | -1.7% | -14.7% | -16.1% |
| 30D | -9.2% | -13.2% | +3.9% | -6.2% |
| 3M | -6.7% | -3.2% | -3.6% | -6.2% |
| 6M | -15.5% | +15.2% | -30.7% | -19.1% |
| YTD | -26.4% | +2.0% | -28.4% | -27.5% |
| 1Y | -31.9% | -5.4% | -26.5% | -31.9% |
| 3Y | -1.0% | -9.1% | +8.1% | -5.9% |
| 5Y | -24.5% | -59.6% | +35.1% | -17.3% |
| 10Y | +220.4% | +26.2% | +194.2% | +137.8% |
| All | +323.0% | +48.3% | +274.7% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling