-9.7%
JD vs ALB
+4.7%
-14.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.3% | -2.3% | +2.7% |
| 7D | +9.0% | -2.1% | +11.0% | +9.1% |
| 30D | +5.2% | -9.0% | +14.2% | +5.8% |
| 3M | -15.9% | -21.1% | +5.2% | -14.8% |
| 6M | -7.7% | -49.9% | +42.2% | -3.1% |
| YTD | +0.1% | -32.3% | +32.4% | +2.9% |
| 1Y | -9.7% | +8.6% | -18.3% | -7.7% |
| All | -9.7% | +4.7% | -14.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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