+15.9%
ABNB vs JD
-62.2%
+78.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -9.5% | -2.6% | -6.9% | -8.9% |
| 30D | -9.4% | -15.4% | +6.0% | -5.5% |
| 3M | +29.9% | -5.0% | +34.9% | +31.3% |
| 6M | +26.6% | +0.9% | +25.7% | +25.3% |
| YTD | +23.5% | -2.5% | +26.0% | +23.1% |
| 1Y | +35.8% | -16.0% | +51.9% | +40.4% |
| 3Y | +15.0% | -8.5% | +23.5% | +9.3% |
| 5Y | +1.5% | -61.8% | +63.2% | +17.0% |
| All | +15.9% | -62.2% | +78.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling