-60.8%
JD vs ABCL
-79.5%
+18.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.2% | -7.7% | -3.3% |
| 7D | +7.9% | +12.4% | -4.5% | +5.7% |
| 30D | +4.8% | -0.4% | +5.1% | +4.2% |
| 3M | -13.9% | +80.4% | -94.3% | -24.0% |
| 6M | -5.8% | +138.5% | -144.4% | -23.1% |
| YTD | +2.4% | +265.5% | -263.1% | -24.5% |
| 1Y | -7.5% | +219.7% | -227.2% | -30.2% |
| 3Y | +20.9% | +209.4% | -188.5% | -15.7% |
| 5Y | -58.0% | -15.0% | -43.0% | -64.1% |
| All | -60.8% | -79.5% | +18.7% | -63.0% |
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