+193.0%
ARM vs JD
-2.4%
+195.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.5% | +9.2% | +7.4% |
| 7D | -5.3% | +7.9% | -13.2% | -7.6% |
| 30D | -30.0% | +4.8% | -34.8% | -31.1% |
| 3M | -34.1% | -13.9% | -20.1% | -31.6% |
| 6M | -12.6% | -5.8% | -6.8% | -12.3% |
| YTD | +70.4% | +2.4% | +68.0% | +67.2% |
| 1Y | +22.3% | -7.5% | +29.8% | +23.3% |
| 3Y | +261.2% | +20.9% | +240.3% | +240.6% |
| All | +193.0% | -2.4% | +195.4% | +197.0% |
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