+30.8%
ASML vs JD
-7.0%
+37.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -9.6% |
| 7D | -19.0% | +11.7% | -30.8% | -20.1% |
| 30D | -25.9% | +8.1% | -34.0% | -26.6% |
| 3M | -19.1% | -12.0% | -7.1% | -17.0% |
| 6M | -5.7% | -3.5% | -2.2% | -5.6% |
| YTD | +27.6% | +3.3% | +24.2% | +26.8% |
| 1Y | +30.8% | -7.4% | +38.2% | +35.8% |
| All | +30.8% | -7.0% | +37.8% | +35.8% |
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