-9.7%
JD vs ACGL
+28.7%
-38.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.4% | +3.2% |
| 7D | +9.0% | +8.0% | +1.0% | +9.6% |
| 30D | +5.2% | +17.3% | -12.1% | +6.7% |
| 3M | -15.9% | +11.2% | -27.1% | -15.1% |
| 6M | -7.7% | +18.2% | -25.9% | -5.4% |
| YTD | +0.1% | +15.4% | -15.3% | +1.7% |
| 1Y | -9.7% | +26.5% | -36.3% | -7.5% |
| All | -9.7% | +28.7% | -38.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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