+1,395.4%
ASML vs JD
+31.9%
+1,363.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.5% |
| 7D | -9.0% | +13.4% | -22.4% | -12.5% |
| 30D | -21.0% | +7.7% | -28.7% | -22.9% |
| 3M | -16.3% | -11.3% | -5.0% | -13.8% |
| 6M | -7.5% | -5.1% | -2.4% | -7.2% |
| YTD | +34.0% | +5.0% | +28.9% | +30.1% |
| 1Y | +39.3% | -5.6% | +44.9% | +39.7% |
| 3Y | +128.9% | +17.8% | +111.1% | +102.0% |
| 5Y | +76.1% | -57.2% | +133.3% | +98.1% |
| All | +1,395.4% | +31.9% | +1,363.5% | +1,020.1% |
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