-40.6%
ACN vs JD
-60.2%
+19.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.5% |
| 7D | -1.5% | -1.7% | +0.1% | -1.3% |
| 30D | +9.4% | -13.2% | +22.5% | +11.1% |
| 3M | +5.6% | -3.2% | +8.8% | +6.0% |
| 6M | -9.3% | +15.2% | -24.5% | -11.1% |
| YTD | -29.0% | +2.0% | -30.9% | -29.4% |
| 1Y | -24.7% | -5.4% | -19.3% | -24.6% |
| 3Y | -39.8% | -9.1% | -30.7% | -40.7% |
| All | -40.6% | -60.2% | +19.6% | -37.4% |
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 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