+17.8%
JD vs ACM
-12.3%
+30.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +13.4% | +5.4% | +8.0% | +11.6% |
| 30D | +7.7% | +15.1% | -7.4% | +3.4% |
| 3M | -11.3% | -10.5% | -0.8% | -8.4% |
| 6M | -5.1% | -19.7% | +14.5% | +1.3% |
| YTD | +5.0% | -28.8% | +33.9% | +16.6% |
| 1Y | -5.6% | -47.9% | +42.2% | +20.8% |
| 3Y | +17.8% | -12.4% | +30.1% | +9.7% |
| All | +17.8% | -12.3% | +30.1% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling