-61.3%
JD vs ACGL
+161.8%
-223.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.0% |
| 7D | -1.7% | -0.7% | -0.9% | -1.6% |
| 30D | -13.2% | -1.0% | -12.2% | -13.1% |
| 3M | -3.2% | +11.0% | -14.2% | -4.0% |
| 6M | +15.2% | -0.3% | +15.6% | +15.2% |
| YTD | +2.0% | +2.3% | -0.3% | +1.6% |
| 1Y | -5.4% | +6.4% | -11.8% | -6.1% |
| 3Y | -9.1% | +34.0% | -43.1% | -13.5% |
| All | -61.3% | +161.8% | -223.0% | -70.8% |
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