-2.9%
ADSK vs RJF
+69.0%
-71.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -2.7% | +0.2% | -1.5% |
| 30D | -14.9% | -4.3% | -10.6% | -13.4% |
| 3M | +3.3% | +15.7% | -12.4% | -2.5% |
| 6M | -15.7% | +17.8% | -33.5% | -21.2% |
| YTD | -28.2% | +9.2% | -37.4% | -31.4% |
| 1Y | -34.5% | +2.8% | -37.3% | -35.9% |
| 3Y | -2.9% | +69.5% | -72.4% | -22.7% |
| All | -2.9% | +69.0% | -71.9% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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