-51.3%
ACHR vs JD
-61.4%
+10.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.8% |
| 7D | +18.0% | +0.4% | +17.5% | +17.6% |
| 30D | +3.6% | +4.2% | -0.6% | +1.8% |
| 3M | -28.4% | -12.8% | -15.7% | -24.9% |
| 6M | -25.7% | -8.8% | -16.9% | -23.9% |
| YTD | -35.4% | +0.5% | -35.9% | -36.3% |
| 1Y | -45.6% | -8.8% | -36.9% | -44.2% |
| 3Y | -2.2% | +18.6% | -20.8% | -13.0% |
| 5Y | -20.3% | -62.2% | +41.9% | -6.9% |
| All | -51.3% | -61.4% | +10.1% | -37.0% |
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 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