+59.0%
JD vs ACM
+125.1%
-66.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +13.4% | +5.4% | +8.0% | +11.2% |
| 30D | +7.7% | +15.1% | -7.4% | +2.2% |
| 3M | -11.3% | -10.5% | -0.8% | -8.3% |
| 6M | -5.1% | -19.7% | +14.5% | +1.3% |
| YTD | +5.0% | -28.8% | +33.9% | +16.7% |
| 1Y | -5.6% | -47.9% | +42.2% | +18.1% |
| 3Y | +17.8% | -12.4% | +30.1% | +18.8% |
| 5Y | -57.2% | +0.6% | -57.7% | -59.2% |
| 10Y | +34.8% | +161.3% | -126.5% | -20.5% |
| All | +59.0% | +125.1% | -66.1% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling