+199.6%
ARM vs JD
-4.0%
+203.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.2% | -5.0% |
| 7D | +9.1% | -4.1% | +13.2% | +10.2% |
| 30D | -19.9% | +4.6% | -24.6% | -21.3% |
| 3M | -31.6% | -4.7% | -26.9% | -31.0% |
| 6M | -13.9% | -17.4% | +3.5% | -9.9% |
| YTD | +74.3% | +0.7% | +73.6% | +71.7% |
| 1Y | +35.8% | -5.9% | +41.7% | +36.2% |
| 3Y | +268.6% | +18.9% | +249.7% | +248.9% |
| All | +199.6% | -4.0% | +203.7% | +204.9% |
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