+174.6%
ARM vs JD
+0.1%
+174.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.3% |
| 7D | -15.2% | +13.4% | -28.6% | -18.3% |
| 30D | -40.7% | +7.7% | -48.4% | -42.0% |
| 3M | -39.1% | -11.3% | -27.8% | -37.3% |
| 6M | -26.4% | -5.1% | -21.3% | -26.1% |
| YTD | +59.7% | +5.0% | +54.7% | +55.8% |
| 1Y | +10.3% | -5.6% | +16.0% | +10.8% |
| 3Y | +228.9% | +17.8% | +211.1% | +217.0% |
| All | +174.6% | +0.1% | +174.5% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling