+28.9%
JD vs ACM
+147.1%
-118.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.2% | -7.7% | -4.3% |
| 7D | +7.9% | +6.9% | +1.0% | +5.3% |
| 30D | +4.8% | +19.1% | -14.3% | -1.6% |
| 3M | -13.9% | -6.9% | -7.0% | -12.4% |
| 6M | -5.8% | -12.0% | +6.2% | -3.0% |
| YTD | +2.4% | -25.1% | +27.5% | +11.2% |
| 1Y | -7.5% | -45.4% | +37.9% | +12.8% |
| 3Y | +20.9% | -6.9% | +27.8% | +19.3% |
| 5Y | -58.0% | +3.7% | -61.8% | -60.3% |
| 10Y | +28.9% | +135.8% | -106.9% | -10.0% |
| All | +28.9% | +147.1% | -118.2% | -10.0% |
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