+156.3%
ACN vs JD
+31.7%
+124.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -2.0% |
| 7D | -2.5% | +7.9% | -10.4% | -3.6% |
| 30D | +22.6% | +4.8% | +17.9% | +21.7% |
| 3M | +45.9% | -13.9% | +59.8% | +49.1% |
| 6M | +43.8% | -5.8% | +49.6% | +44.7% |
| YTD | -2.5% | +2.4% | -4.9% | -3.4% |
| 1Y | +6.5% | -7.5% | +14.0% | +7.1% |
| 3Y | -14.2% | +20.9% | -35.0% | -20.0% |
| 5Y | -24.4% | -58.0% | +33.6% | -20.2% |
| 10Y | +156.3% | +28.9% | +127.4% | +121.4% |
| All | +156.3% | +31.7% | +124.6% | +121.4% |
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