-61.3%
JD vs ACM
+5.0%
-66.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | -1.7% | -3.7% | +2.1% | -0.2% |
| 30D | -13.2% | -11.1% | -2.0% | -9.4% |
| 3M | -3.2% | -8.0% | +4.8% | -0.7% |
| 6M | +15.2% | -29.7% | +44.9% | +32.1% |
| YTD | +2.0% | -29.4% | +31.3% | +15.7% |
| 1Y | -5.4% | -46.4% | +41.1% | +22.4% |
| 3Y | -9.1% | -22.3% | +13.2% | -5.5% |
| All | -61.3% | +5.0% | -66.2% | -64.9% |
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