+152.5%
JPM vs ADSK
-25.3%
+177.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.7% | -2.5% | +1.9% | -0.1% |
| 30D | -2.5% | -14.9% | +12.4% | +0.7% |
| 3M | +14.1% | +3.3% | +10.8% | +12.2% |
| 6M | +25.1% | -15.7% | +40.7% | +28.4% |
| YTD | +12.1% | -28.2% | +40.4% | +19.5% |
| 1Y | +18.8% | -34.5% | +53.4% | +29.6% |
| 3Y | +163.4% | -2.9% | +166.3% | +156.6% |
| All | +152.5% | -25.3% | +177.9% | +137.1% |
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