+24.8%
ALAB vs JD
-6.7%
+31.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -2.5% | +16.2% | +14.3% |
| 7D | -5.6% | +7.9% | -13.5% | -8.3% |
| 30D | -36.6% | +4.8% | -41.4% | -37.8% |
| 3M | -35.1% | -13.9% | -21.2% | -31.5% |
| 6M | +8.5% | -5.8% | +14.4% | +11.2% |
| YTD | +30.4% | +2.4% | +28.0% | +22.7% |
| All | +24.8% | -6.7% | +31.5% | +25.5% |
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