-30.5%
JD vs ADVB
-97.6%
+67.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.5% | +12.8% | +3.3% |
| 7D | +11.7% | -28.0% | +39.8% | +11.9% |
| 30D | +8.1% | -70.2% | +78.3% | +8.7% |
| 3M | -12.0% | -76.1% | +64.1% | -11.4% |
| 6M | -3.5% | -72.3% | +68.8% | -4.5% |
| YTD | +3.3% | -67.5% | +70.8% | +1.2% |
| 1Y | -7.4% | -78.6% | +71.1% | -8.6% |
| All | -30.5% | -97.6% | +67.2% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling