-44.3%
JD vs ACI
+29.9%
-74.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.7% |
| 7D | +13.4% | -2.2% | +15.6% | +13.4% |
| 30D | +7.7% | +10.3% | -2.6% | +7.3% |
| 3M | -11.3% | +7.2% | -18.5% | -11.6% |
| 6M | -5.1% | -18.0% | +12.9% | -4.7% |
| YTD | +5.0% | -22.0% | +27.0% | +5.6% |
| 1Y | -5.6% | -23.4% | +17.7% | -5.1% |
| 3Y | +17.8% | -35.8% | +53.6% | +18.9% |
| 5Y | -57.2% | -43.7% | -13.5% | -57.0% |
| All | -44.3% | +29.9% | -74.2% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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