-31.3%
JD vs ADVB
-97.4%
+66.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.3% |
| 7D | +5.2% | -4.1% | +9.3% | +5.2% |
| 30D | +4.5% | -60.3% | +64.8% | +5.0% |
| 3M | -15.4% | -73.3% | +57.9% | -14.9% |
| 6M | -6.0% | -65.9% | +59.9% | -7.2% |
| YTD | +2.2% | -63.9% | +66.0% | 0.0% |
| 1Y | -6.7% | -74.1% | +67.5% | -8.0% |
| All | -31.3% | -97.4% | +66.1% | -20.8% |
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