-6.4%
JD vs ACGL
+21.8%
-28.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.5% |
| 7D | +7.9% | -1.1% | +9.0% | +7.8% |
| 30D | +4.8% | +13.1% | -8.4% | +5.9% |
| 3M | -13.9% | +9.8% | -23.7% | -13.2% |
| 6M | -5.8% | +15.3% | -21.1% | -3.7% |
| YTD | +2.4% | +12.7% | -10.3% | +3.9% |
| All | -6.4% | +21.8% | -28.2% | -4.3% |
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