-8.9%
JD vs ACGL
+20.5%
-29.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -4.0% | -1.2% | -2.8% | -4.1% |
| 30D | +2.7% | +12.8% | -10.1% | +3.7% |
| 3M | -13.0% | +12.3% | -25.3% | -12.1% |
| 6M | -12.7% | +15.8% | -28.5% | -10.8% |
| YTD | -0.8% | +13.9% | -14.7% | +0.7% |
| 1Y | -8.9% | +19.0% | -27.9% | -7.0% |
| All | -8.9% | +20.5% | -29.4% | -7.0% |
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