+4,605.7%
ADSK vs RJF
+48,514.8%
-43,909.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | -10.9% | -4.2% | -6.7% | -9.4% |
| 30D | -15.9% | -3.6% | -12.3% | -14.7% |
| 3M | -4.4% | +15.6% | -20.0% | -9.8% |
| 6M | -16.6% | +17.6% | -34.2% | -22.0% |
| YTD | -28.5% | +9.2% | -37.7% | -31.5% |
| 1Y | -34.6% | +5.5% | -40.2% | -36.6% |
| 3Y | -3.5% | +70.3% | -73.8% | -23.4% |
| 5Y | -25.6% | +106.0% | -131.6% | -45.6% |
| 10Y | +216.6% | +425.1% | -208.5% | +57.7% |
| All | +4,605.7% | +48,514.8% | -43,909.1% | +503.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling