+2,307.4%
JCI vs ADSK
+4,642.0%
-2,334.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.4% |
| 7D | +4.1% | -14.5% | +18.6% | +7.5% |
| 30D | -3.8% | -19.3% | +15.5% | +0.4% |
| 3M | -1.6% | -7.8% | +6.1% | -0.9% |
| 6M | +9.5% | -20.8% | +30.3% | +13.2% |
| YTD | +21.7% | -30.2% | +51.9% | +28.8% |
| 1Y | +37.1% | -36.5% | +73.6% | +48.1% |
| 3Y | +165.2% | -5.7% | +170.9% | +160.2% |
| 5Y | +110.3% | -28.2% | +138.5% | +114.3% |
| 10Y | +341.0% | +209.1% | +131.9% | +217.1% |
| All | +2,307.4% | +4,642.0% | -2,334.6% | +726.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling