+34.4%
JD vs ACM
+132.6%
-98.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.3% |
| 7D | -4.1% | +5.6% | -9.8% | -6.1% |
| 30D | +4.6% | +20.8% | -16.2% | -2.4% |
| 3M | -4.7% | +11.4% | -16.2% | -8.9% |
| 6M | -17.4% | +0.9% | -18.3% | -18.7% |
| YTD | +0.7% | -24.8% | +25.5% | +9.5% |
| 1Y | -5.9% | -46.4% | +40.6% | +16.5% |
| 3Y | +18.9% | -9.2% | +28.1% | +18.3% |
| 5Y | -62.9% | +5.0% | -67.9% | -65.2% |
| All | +34.4% | +132.6% | -98.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling