+28.9%
JD vs ALB
+38.2%
-9.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +7.9% | +9.5% | -1.5% | +5.0% |
| 30D | +4.8% | -2.1% | +6.9% | +5.3% |
| 3M | -13.9% | -24.1% | +10.2% | -7.1% |
| 6M | -5.8% | -51.0% | +45.2% | +15.3% |
| YTD | +2.4% | -29.3% | +31.7% | +8.5% |
| 1Y | -7.5% | +3.2% | -10.7% | -14.3% |
| 3Y | +20.9% | -9.3% | +30.2% | +7.4% |
| 5Y | -58.0% | -61.6% | +3.6% | -52.7% |
| 10Y | +28.9% | +40.8% | -11.9% | -22.9% |
| All | +28.9% | +38.2% | -9.3% | -22.9% |
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