+28.9%
JD vs ACGL
+332.3%
-303.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +7.9% | -1.1% | +9.0% | +8.1% |
| 30D | +4.8% | +13.1% | -8.4% | +2.2% |
| 3M | -13.9% | +9.8% | -23.7% | -15.6% |
| 6M | -5.8% | +15.3% | -21.1% | -8.7% |
| YTD | +2.4% | +12.7% | -10.3% | -0.5% |
| 1Y | -7.5% | +20.7% | -28.3% | -11.5% |
| 3Y | +20.9% | +34.3% | -13.4% | +11.0% |
| 5Y | -58.0% | +170.6% | -228.6% | -68.8% |
| 10Y | +28.9% | +330.6% | -301.7% | -1.5% |
| All | +28.9% | +332.3% | -303.4% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling