+32.2%
JD vs ALB
+35.3%
-3.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +0.4% | +1.1% | -0.6% | +0.1% |
| 30D | +4.2% | -2.6% | +6.8% | +4.9% |
| 3M | -12.8% | -25.6% | +12.8% | -5.4% |
| 6M | -8.8% | -54.0% | +45.2% | +13.8% |
| YTD | +0.5% | -31.6% | +32.1% | +7.5% |
| 1Y | -8.8% | -6.6% | -2.2% | -12.6% |
| 3Y | +18.6% | -14.0% | +32.6% | +7.1% |
| 5Y | -62.2% | -62.5% | +0.3% | -57.2% |
| 10Y | +32.2% | +36.3% | -4.1% | -20.3% |
| All | +32.2% | +35.3% | -3.1% | -20.3% |
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