+21.5%
JD vs ALB
+74.5%
-53.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +3.2% |
| 7D | -1.7% | -8.1% | +6.4% | +0.8% |
| 30D | -13.2% | +6.3% | -19.4% | -15.1% |
| 3M | -3.2% | -23.6% | +20.4% | +4.0% |
| 6M | +15.2% | -24.6% | +39.8% | +22.2% |
| YTD | +2.0% | -10.3% | +12.2% | +0.9% |
| 1Y | -5.4% | +61.5% | -66.8% | -24.7% |
| 3Y | -9.1% | -34.0% | +24.9% | -9.2% |
| 5Y | -59.6% | -44.6% | -15.0% | -59.3% |
| All | +21.5% | +74.5% | -53.0% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling