-7.2%
JD vs ABCL
+213.9%
-221.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +5.2% | +2.3% | +2.9% | +5.2% |
| 30D | +4.5% | -0.7% | +5.2% | +4.5% |
| 3M | -15.4% | +33.4% | -48.8% | -16.0% |
| 6M | -6.0% | +137.8% | -143.8% | -9.4% |
| YTD | +2.2% | +264.3% | -262.2% | -5.8% |
| All | -7.2% | +213.9% | -221.1% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling