+272.3%
ALAB vs JD
+9.7%
+262.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +7.3% |
| 7D | +3.4% | +0.4% | +3.0% | +2.9% |
| 30D | -28.8% | +4.2% | -33.0% | -30.0% |
| 3M | -26.0% | -12.8% | -13.2% | -23.4% |
| 6M | +11.4% | -8.8% | +20.1% | +13.3% |
| YTD | +38.8% | +0.5% | +38.3% | +36.6% |
| 1Y | +37.8% | -8.8% | +46.6% | +39.7% |
| All | +272.3% | +9.7% | +262.5% | +236.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling