+322.0%
ADBE vs JD
+48.3%
+273.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.1% |
| 7D | -8.6% | -1.7% | -6.9% | -8.3% |
| 30D | +2.8% | -13.2% | +15.9% | +5.7% |
| 3M | +3.1% | -3.2% | +6.3% | +3.7% |
| 6M | -2.4% | +15.2% | -17.6% | -6.0% |
| YTD | -23.9% | +2.0% | -25.8% | -24.8% |
| 1Y | -22.6% | -5.4% | -17.2% | -22.6% |
| 3Y | -52.7% | -9.1% | -43.6% | -55.0% |
| 5Y | -60.0% | -59.6% | -0.4% | -56.7% |
| 10Y | +157.3% | +26.2% | +131.1% | +98.7% |
| All | +322.0% | +48.3% | +273.7% | +222.0% |
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