+46.1%
ASML vs JD
-9.8%
+55.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.0% |
| 7D | -10.0% | +9.0% | -19.0% | -11.0% |
| 30D | -19.4% | +5.2% | -24.6% | -20.0% |
| 3M | -12.5% | -15.9% | +3.4% | -9.7% |
| 6M | +8.2% | -7.7% | +15.9% | +9.1% |
| YTD | +40.7% | +0.1% | +40.7% | +40.2% |
| 1Y | +46.1% | -9.7% | +55.9% | +51.8% |
| All | +46.1% | -9.8% | +55.9% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling