-57.9%
JD vs ACGL
+174.7%
-232.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +11.7% | +6.4% | +5.4% | +11.3% |
| 30D | +8.1% | +16.6% | -8.5% | +7.1% |
| 3M | -12.0% | +11.6% | -23.6% | -12.6% |
| 6M | -3.5% | +17.5% | -21.0% | -4.4% |
| YTD | +3.3% | +15.3% | -11.9% | +2.3% |
| 1Y | -7.4% | +26.3% | -33.7% | -9.0% |
| 3Y | +16.6% | +35.9% | -19.3% | +13.1% |
| 5Y | -57.9% | +168.2% | -226.0% | -66.0% |
| All | -57.9% | +174.7% | -232.6% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling