-7.5%
ABT vs JD
-60.8%
+53.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -3.7% | -1.7% | -2.0% | -3.6% |
| 30D | +2.5% | -13.2% | +15.6% | +3.2% |
| 3M | +20.2% | -3.2% | +23.4% | +20.3% |
| 6M | -2.9% | +15.2% | -18.2% | -3.8% |
| YTD | -11.9% | +2.0% | -13.9% | -12.2% |
| 1Y | -16.5% | -5.4% | -11.2% | -16.5% |
| 3Y | +12.1% | -9.1% | +21.2% | +10.8% |
| All | -7.5% | -60.8% | +53.3% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling