+1,644.6%
ASML vs JD
+25.4%
+1,619.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.6% |
| 7D | +1.1% | -1.7% | +2.8% | +1.6% |
| 30D | +2.2% | -13.2% | +15.3% | +6.3% |
| 3M | -2.3% | -3.2% | +0.9% | -2.0% |
| 6M | +23.0% | +15.2% | +7.7% | +16.4% |
| YTD | +61.1% | +2.0% | +59.1% | +58.3% |
| 1Y | +129.1% | -5.4% | +134.5% | +129.8% |
| 3Y | +165.4% | -9.1% | +174.5% | +154.6% |
| 5Y | +109.5% | -59.6% | +169.1% | +139.8% |
| All | +1,644.6% | +25.4% | +1,619.2% | +1,214.1% |
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