-41.6%
ACHR vs JD
-61.6%
+20.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.0% |
| 7D | +4.9% | -0.8% | +5.6% | +5.1% |
| 30D | +4.3% | -16.0% | +20.3% | +11.5% |
| 3M | +1.7% | -3.2% | +4.9% | +2.3% |
| 6M | -6.9% | +6.1% | -12.9% | -10.3% |
| YTD | -22.5% | -0.1% | -22.4% | -23.3% |
| 1Y | -31.5% | -12.7% | -18.8% | -28.3% |
| 3Y | -14.4% | -6.3% | -8.1% | -17.0% |
| 5Y | -41.6% | -61.3% | +19.7% | -35.0% |
| All | -41.6% | -61.6% | +20.0% | -35.0% |
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 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