+296.4%
ARM vs JD
-2.8%
+299.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.4% |
| 7D | +5.5% | -1.7% | +7.1% | +6.0% |
| 30D | -8.2% | -13.2% | +5.0% | -4.6% |
| 3M | -35.9% | -3.2% | -32.7% | -35.7% |
| 6M | +103.1% | +15.2% | +87.9% | +93.3% |
| YTD | +130.6% | +2.0% | +128.6% | +127.4% |
| 1Y | +86.1% | -5.4% | +91.4% | +87.5% |
| All | +296.4% | -2.8% | +299.3% | +303.8% |
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 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