+254.1%
ABT vs JD
+52.8%
+201.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.9% | -3.4% |
| 7D | +3.5% | +13.4% | -9.8% | +2.0% |
| 30D | +12.0% | +7.7% | +4.3% | +11.1% |
| 3M | +2.5% | -11.3% | +13.7% | +3.8% |
| 6M | +29.1% | -5.1% | +34.2% | +29.6% |
| YTD | -10.1% | +5.0% | -15.1% | -11.0% |
| 1Y | -9.8% | -5.6% | -4.2% | -9.7% |
| 3Y | +23.3% | +17.8% | +5.5% | +15.9% |
| 5Y | -2.4% | -57.2% | +54.8% | +1.1% |
| 10Y | +239.4% | +34.8% | +204.6% | +169.6% |
| All | +254.1% | +52.8% | +201.3% | +181.7% |
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