+15.2%
JD vs ADVB
+73.8%
-58.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -1.7% | -3.8% | +2.1% | -1.7% |
| 30D | -13.2% | +17.6% | -30.7% | -13.1% |
| 3M | -3.2% | +119.1% | -122.3% | -4.5% |
| 6M | +15.2% | +103.4% | -88.2% | +11.8% |
| All | +15.2% | +73.8% | -58.6% | +11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling