-28.5%
ACN vs JD
-9.5%
-19.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -3.8% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | +1.9% | -16.0% | +17.9% | +4.0% |
| 3M | +3.9% | -3.2% | +7.1% | +4.5% |
| 6M | -15.0% | +6.1% | -21.1% | -17.3% |
| YTD | -31.9% | -0.1% | -31.8% | -32.5% |
| 1Y | -28.5% | -12.7% | -15.8% | -27.4% |
| All | -28.5% | -9.5% | -19.1% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling