+15.9%
JD vs ACGL
+35.5%
-19.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +11.7% | +6.4% | +5.4% | +11.8% |
| 30D | +8.1% | +16.6% | -8.5% | +8.3% |
| 3M | -12.0% | +11.6% | -23.6% | -11.8% |
| 6M | -3.5% | +17.5% | -21.0% | -3.2% |
| YTD | +3.3% | +15.3% | -11.9% | +3.6% |
| 1Y | -7.4% | +26.3% | -33.7% | -7.2% |
| All | +15.9% | +35.5% | -19.7% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling