+54.3%
JD vs ACM
+123.3%
-69.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | -1.7% | -3.7% | +2.1% | -0.3% |
| 30D | -13.2% | -11.1% | -2.0% | -9.7% |
| 3M | -3.2% | -8.0% | +4.8% | -1.0% |
| 6M | +15.2% | -29.7% | +44.9% | +29.7% |
| YTD | +2.0% | -29.4% | +31.3% | +13.9% |
| 1Y | -5.4% | -46.4% | +41.1% | +17.3% |
| 3Y | -9.1% | -22.3% | +13.2% | -3.7% |
| 5Y | -59.6% | +4.5% | -64.1% | -62.1% |
| 10Y | +26.2% | +127.6% | -101.4% | -20.3% |
| All | +54.3% | +123.3% | -69.0% | -9.9% |
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 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