+54.3%
JD vs ACGL
+446.5%
-392.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | -1.7% | -0.7% | -0.9% | -1.5% |
| 30D | -13.2% | -1.0% | -12.2% | -13.0% |
| 3M | -3.2% | +11.0% | -14.2% | -5.6% |
| 6M | +15.2% | -0.3% | +15.6% | +14.9% |
| YTD | +2.0% | +2.3% | -0.3% | +0.9% |
| 1Y | -5.4% | +6.4% | -11.8% | -7.5% |
| 3Y | -9.1% | +34.0% | -43.1% | -18.1% |
| 5Y | -59.6% | +161.6% | -221.3% | -70.9% |
| 10Y | +26.2% | +278.6% | -252.4% | -27.1% |
| All | +54.3% | +446.5% | -392.2% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling