+32.2%
JD vs ACGL
+329.5%
-297.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +0.4% | -1.4% | +1.8% | +0.7% |
| 30D | +4.2% | +12.4% | -8.1% | +1.8% |
| 3M | -12.8% | +11.1% | -23.9% | -14.6% |
| 6M | -8.8% | +16.3% | -25.1% | -11.7% |
| YTD | +0.5% | +13.8% | -13.3% | -2.6% |
| 1Y | -8.8% | +20.4% | -29.2% | -12.6% |
| 3Y | +18.6% | +33.6% | -15.0% | +9.0% |
| 5Y | -62.2% | +176.8% | -239.1% | -72.1% |
| 10Y | +32.2% | +324.6% | -292.4% | -4.4% |
| All | +32.2% | +329.5% | -297.2% | -4.4% |
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