+15.9%
JD vs ABCL
+139.9%
-124.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.4% | +12.6% | +4.1% |
| 7D | +11.7% | -14.9% | +26.7% | +13.2% |
| 30D | +8.1% | -15.4% | +23.4% | +9.4% |
| 3M | -12.0% | +88.0% | -100.0% | -19.0% |
| 6M | -3.5% | +138.8% | -142.3% | -15.7% |
| YTD | +3.3% | +225.4% | -222.1% | -14.8% |
| 1Y | -7.4% | +137.3% | -144.7% | -20.2% |
| All | +15.9% | +139.9% | -124.0% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling