+88.5%
ACN vs JD
+14.7%
+73.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.4% |
| 7D | -6.3% | -3.0% | -3.3% | -5.9% |
| 30D | -1.4% | -19.3% | +18.0% | +1.8% |
| 3M | +2.6% | -6.0% | +8.6% | +3.5% |
| 6M | -14.3% | +1.8% | -16.1% | -14.9% |
| YTD | -33.1% | -2.6% | -30.6% | -33.2% |
| 1Y | -28.8% | -17.4% | -11.4% | -27.2% |
| 3Y | -43.0% | -8.6% | -34.3% | -44.4% |
| 5Y | -44.0% | -61.6% | +17.6% | -40.1% |
| 10Y | +88.5% | +16.9% | +71.7% | +64.1% |
| All | +88.5% | +14.7% | +73.8% | +64.1% |
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