+209.7%
ABT vs JD
+14.7%
+195.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | 0.0% |
| 7D | -4.7% | -3.0% | -1.8% | -4.4% |
| 30D | -3.1% | -19.3% | +16.2% | -0.9% |
| 3M | +16.1% | -6.0% | +22.2% | +16.8% |
| 6M | -5.3% | +1.8% | -7.1% | -5.8% |
| YTD | -14.4% | -2.6% | -11.9% | -14.6% |
| 1Y | -18.4% | -17.4% | -1.0% | -17.2% |
| 3Y | +11.2% | -8.6% | +19.8% | +8.1% |
| 5Y | -9.4% | -61.6% | +52.2% | -4.4% |
| 10Y | +209.7% | +16.9% | +192.9% | +144.6% |
| All | +209.7% | +14.7% | +195.0% | +144.6% |
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