+309.1%
ACN vs JD
+52.8%
+256.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | +0.9% | +13.4% | -12.5% | -1.0% |
| 30D | +33.5% | +7.7% | +25.8% | +32.0% |
| 3M | +53.5% | -11.3% | +64.7% | +56.0% |
| 6M | +52.2% | -5.1% | +57.4% | +52.9% |
| YTD | -0.1% | +5.0% | -5.2% | -1.4% |
| 1Y | +11.0% | -5.6% | +16.7% | +11.3% |
| 3Y | -11.8% | +17.8% | -29.5% | -17.2% |
| 5Y | -22.8% | -57.2% | +34.4% | -19.2% |
| 10Y | +162.4% | +34.8% | +127.7% | +114.2% |
| All | +309.1% | +52.8% | +256.3% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling