-61.0%
JD vs ABCL
-81.3%
+20.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -13.2% | +93.1% | -106.2% | -23.6% |
| 3M | -3.2% | +79.4% | -82.6% | -15.1% |
| 6M | +15.2% | +214.9% | -199.6% | -10.7% |
| YTD | +2.0% | +234.2% | -232.2% | -22.9% |
| 1Y | -5.4% | +174.8% | -180.1% | -26.6% |
| 3Y | -9.1% | +104.5% | -113.6% | -30.2% |
| 5Y | -59.6% | -39.0% | -20.6% | -63.7% |
| All | -61.0% | -81.3% | +20.3% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling