-52.8%
ACHR vs JD
-60.8%
+8.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | +14.0% | +5.2% | +8.8% | +11.6% |
| 30D | -5.0% | +4.5% | -9.5% | -6.8% |
| 3M | -24.8% | -15.4% | -9.3% | -20.2% |
| 6M | -27.3% | -6.0% | -21.3% | -26.4% |
| YTD | -37.4% | +2.2% | -39.5% | -38.6% |
| 1Y | -44.3% | -6.7% | -37.6% | -43.3% |
| 3Y | -5.2% | +20.5% | -25.8% | -16.2% |
| 5Y | -20.8% | -58.4% | +37.6% | -9.9% |
| All | -52.8% | -60.8% | +8.0% | -39.3% |
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 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