-60.9%
JD vs ABCL
-79.6%
+18.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +5.2% | +2.3% | +2.9% | +4.6% |
| 30D | +4.5% | -0.7% | +5.2% | +4.0% |
| 3M | -15.4% | +33.4% | -48.8% | -20.7% |
| 6M | -6.0% | +137.8% | -143.8% | -23.2% |
| YTD | +2.2% | +264.3% | -262.2% | -24.6% |
| 1Y | -6.7% | +209.2% | -215.8% | -29.1% |
| 3Y | +20.5% | +208.4% | -187.9% | -15.9% |
| 5Y | -58.4% | -11.9% | -46.6% | -64.6% |
| All | -60.9% | -79.6% | +18.7% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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