+14.5%
ABT vs JD
-4.6%
+19.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -3.7% | -1.7% | -2.0% | -3.7% |
| 30D | +2.5% | -13.2% | +15.6% | +2.6% |
| 3M | +20.2% | -3.2% | +23.4% | +20.2% |
| 6M | -2.9% | +15.2% | -18.2% | -3.0% |
| YTD | -11.9% | +2.0% | -13.9% | -11.9% |
| 1Y | -16.5% | -5.4% | -11.2% | -16.5% |
| All | +14.5% | -4.6% | +19.1% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling