+234.1%
ABT vs JD
+31.5%
+202.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | -1.3% | -4.1% | +2.8% | -0.8% |
| 30D | +6.0% | +4.6% | +1.4% | +5.5% |
| 3M | -1.9% | -4.7% | +2.9% | -1.4% |
| 6M | +31.2% | -17.4% | +48.5% | +33.7% |
| YTD | -11.2% | +0.7% | -11.9% | -11.7% |
| 1Y | -14.0% | -5.9% | -8.1% | -13.8% |
| 3Y | +20.7% | +18.9% | +1.8% | +13.3% |
| 5Y | -6.7% | -62.9% | +56.3% | -0.4% |
| All | +234.1% | +31.5% | +202.6% | +162.1% |
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