-57.1%
JD vs ACWI
+54.8%
-111.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | +13.4% | -2.4% | +15.7% | +16.5% |
| 30D | +7.7% | -5.2% | +12.9% | +15.0% |
| 3M | -11.3% | -4.8% | -6.4% | -6.0% |
| 6M | -5.1% | -1.3% | -3.8% | -5.2% |
| YTD | +5.0% | +8.4% | -3.3% | -8.4% |
| 1Y | -5.6% | +11.0% | -16.7% | -20.7% |
| 3Y | +17.8% | +70.6% | -52.8% | -48.9% |
| All | -57.1% | +54.8% | -111.9% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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