+17.1%
ALAB vs JD
-7.3%
+24.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.6% | +5.8% |
| 7D | -26.3% | +13.4% | -39.6% | -29.4% |
| 30D | -50.1% | +7.7% | -57.8% | -51.3% |
| 3M | -42.5% | -11.3% | -31.2% | -39.7% |
| 6M | -10.8% | -5.1% | -5.7% | -8.0% |
| YTD | +14.6% | +5.0% | +9.6% | +7.8% |
| 1Y | +17.1% | -5.6% | +22.8% | +16.4% |
| All | +17.1% | -7.3% | +24.4% | +16.4% |
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