-29.3%
JD vs ADVB
-97.5%
+68.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.6% |
| 7D | +13.4% | -13.9% | +27.3% | +13.4% |
| 30D | +7.7% | -68.1% | +75.8% | +8.3% |
| 3M | -11.3% | -73.4% | +62.1% | -10.8% |
| 6M | -5.1% | -70.8% | +65.6% | -6.2% |
| YTD | +5.0% | -66.1% | +71.1% | +2.9% |
| 1Y | -5.6% | -77.5% | +71.9% | -6.9% |
| All | -29.3% | -97.5% | +68.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling