+108.6%
ASML vs JD
-60.2%
+168.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.7% |
| 7D | +1.1% | -1.7% | +2.8% | +1.6% |
| 30D | +2.2% | -13.2% | +15.3% | +5.7% |
| 3M | -2.3% | -3.2% | +0.9% | -2.1% |
| 6M | +23.0% | +15.2% | +7.7% | +17.3% |
| YTD | +61.1% | +2.0% | +59.1% | +58.7% |
| 1Y | +129.1% | -5.4% | +134.5% | +129.9% |
| 3Y | +165.4% | -9.1% | +174.5% | +157.7% |
| All | +108.6% | -60.2% | +168.8% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling