+21.5%
JD vs ACM
+130.7%
-109.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | -1.7% | -3.7% | +2.1% | -0.4% |
| 30D | -13.2% | -11.1% | -2.0% | -10.0% |
| 3M | -3.2% | -8.0% | +4.8% | -1.1% |
| 6M | +15.2% | -29.7% | +44.9% | +28.7% |
| YTD | +2.0% | -29.4% | +31.3% | +13.1% |
| 1Y | -5.4% | -46.4% | +41.1% | +15.7% |
| 3Y | -9.1% | -22.3% | +13.2% | -4.0% |
| 5Y | -59.6% | +4.5% | -64.1% | -61.6% |
| All | +21.5% | +130.7% | -109.2% | -12.2% |
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