+11,026.4%
JPM vs ADSK
+4,756.5%
+6,269.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | -2.3% | -10.9% | +8.6% | +0.6% |
| 30D | -2.3% | -15.9% | +13.5% | +1.9% |
| 3M | +14.9% | -4.4% | +19.3% | +15.0% |
| 6M | +23.6% | -16.6% | +40.3% | +27.7% |
| YTD | +11.3% | -28.5% | +39.8% | +19.3% |
| 1Y | +19.9% | -34.6% | +54.5% | +31.6% |
| 3Y | +162.6% | -3.5% | +166.0% | +155.3% |
| 5Y | +154.6% | -25.6% | +180.2% | +156.0% |
| 10Y | +589.9% | +216.6% | +373.3% | +343.3% |
| All | +11,026.4% | +4,756.5% | +6,269.9% | +2,994.6% |
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