+56.4%
JD vs ACM
+125.0%
-68.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +4.1% |
| 7D | +11.7% | +5.1% | +6.7% | +9.7% |
| 30D | +8.1% | +11.5% | -3.4% | +3.7% |
| 3M | -12.0% | -10.5% | -1.5% | -9.0% |
| 6M | -3.5% | -20.4% | +16.9% | +3.4% |
| YTD | +3.3% | -28.9% | +32.2% | +14.8% |
| 1Y | -7.4% | -48.7% | +41.3% | +16.6% |
| 3Y | +16.6% | -12.5% | +29.1% | +17.7% |
| 5Y | -57.9% | +0.5% | -58.4% | -59.8% |
| 10Y | +32.6% | +161.2% | -128.6% | -21.7% |
| All | +56.4% | +125.0% | -68.6% | -9.1% |
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