+117.9%
ASML vs JD
+14.9%
+103.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -10.0% |
| 7D | -19.0% | +11.7% | -30.8% | -21.1% |
| 30D | -25.9% | +8.1% | -34.0% | -27.3% |
| 3M | -19.1% | -12.0% | -7.1% | -17.0% |
| 6M | -5.7% | -3.5% | -2.2% | -5.8% |
| YTD | +27.6% | +3.3% | +24.2% | +25.2% |
| 1Y | +30.8% | -7.4% | +38.2% | +31.7% |
| All | +117.9% | +14.9% | +103.0% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling