+30.5%
JD vs ACGL
+337.7%
-307.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.2% |
| 7D | +13.4% | +0.9% | +12.5% | +13.1% |
| 30D | +7.7% | +13.7% | -6.0% | +5.0% |
| 3M | -11.3% | +8.0% | -19.3% | -12.7% |
| 6M | -5.1% | +13.3% | -18.4% | -7.7% |
| YTD | +5.0% | +11.8% | -6.8% | +2.2% |
| 1Y | -5.6% | +22.2% | -27.9% | -9.9% |
| 3Y | +17.8% | +32.5% | -14.7% | +8.4% |
| 5Y | -57.2% | +160.2% | -217.4% | -67.9% |
| All | +30.5% | +337.7% | -307.2% | +3.9% |
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