+246.8%
ABT vs JD
+48.3%
+198.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -3.7% | -1.7% | -2.0% | -3.5% |
| 30D | +2.5% | -13.2% | +15.6% | +4.1% |
| 3M | +20.2% | -3.2% | +23.4% | +20.5% |
| 6M | -2.9% | +15.2% | -18.2% | -4.8% |
| YTD | -11.9% | +2.0% | -13.9% | -12.5% |
| 1Y | -16.5% | -5.4% | -11.2% | -16.6% |
| 3Y | +12.1% | -9.1% | +21.2% | +9.1% |
| 5Y | -7.4% | -59.6% | +52.2% | -3.5% |
| 10Y | +210.7% | +26.2% | +184.5% | +148.9% |
| All | +246.8% | +48.3% | +198.5% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling