-5.6%
JD vs ADVB
-77.7%
+72.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.6% |
| 7D | +13.4% | -13.9% | +27.3% | +13.3% |
| 30D | +7.7% | -68.1% | +75.8% | +7.6% |
| 3M | -11.3% | -73.4% | +62.1% | -11.4% |
| 6M | -5.1% | -70.8% | +65.6% | -6.7% |
| YTD | +5.0% | -66.1% | +71.1% | +2.6% |
| 1Y | -5.6% | -77.5% | +71.9% | -7.1% |
| All | -5.6% | -77.7% | +72.0% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling