-62.2%
JD vs ACM
+4.8%
-67.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +0.4% | +3.0% | -2.6% | -0.8% |
| 30D | +4.2% | +19.7% | -15.4% | -3.0% |
| 3M | -12.8% | +5.3% | -18.1% | -15.1% |
| 6M | -8.8% | -10.8% | +2.0% | -5.8% |
| YTD | +0.5% | -25.1% | +25.6% | +11.5% |
| 1Y | -8.8% | -45.8% | +37.0% | +19.4% |
| 3Y | +18.6% | -9.4% | +27.9% | +13.3% |
| 5Y | -62.2% | +4.8% | -67.0% | -67.3% |
| All | -62.2% | +4.8% | -67.1% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling