+207.4%
ALAB vs JD
+14.7%
+192.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.6% | +5.8% |
| 7D | -26.3% | +13.4% | -39.6% | -29.3% |
| 30D | -50.1% | +7.7% | -57.8% | -51.3% |
| 3M | -42.5% | -11.3% | -31.2% | -40.6% |
| 6M | -10.8% | -5.1% | -5.7% | -10.1% |
| YTD | +14.6% | +5.0% | +9.6% | +11.6% |
| 1Y | +17.1% | -5.6% | +22.8% | +17.7% |
| All | +207.4% | +14.7% | +192.8% | +174.8% |
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