+1,323.9%
ASML vs JD
+29.8%
+1,294.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -10.3% |
| 7D | -19.0% | +11.7% | -30.8% | -21.8% |
| 30D | -25.9% | +8.1% | -34.0% | -27.8% |
| 3M | -19.1% | -12.0% | -7.1% | -16.5% |
| 6M | -5.7% | -3.5% | -2.2% | -5.9% |
| YTD | +27.6% | +3.3% | +24.2% | +24.4% |
| 1Y | +30.8% | -7.4% | +38.2% | +31.8% |
| 3Y | +116.2% | +16.6% | +99.6% | +91.4% |
| 5Y | +67.7% | -57.9% | +125.5% | +89.5% |
| All | +1,323.9% | +29.8% | +1,294.1% | +971.5% |
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