+114.4%
JCI vs ADSK
-25.3%
+139.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.1% |
| 7D | +0.7% | -2.5% | +3.3% | +1.3% |
| 30D | -4.4% | -14.9% | +10.4% | -0.9% |
| 3M | +1.7% | +3.3% | -1.7% | -0.7% |
| 6M | +8.8% | -15.7% | +24.5% | +11.6% |
| YTD | +22.6% | -28.2% | +50.9% | +32.2% |
| 1Y | +36.2% | -34.5% | +70.8% | +51.6% |
| 3Y | +168.0% | -2.9% | +170.9% | +154.8% |
| All | +114.4% | -25.3% | +139.7% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 5y: compounded portfolio wealth divided by compounded ADSK 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…
5y analysis · Full analysis span regression · 6 months rolling