-8.9%
JD vs ALB
-9.0%
+0.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -4.0% | -3.6% | -0.4% | -3.7% |
| 30D | +2.7% | -2.9% | +5.5% | +2.8% |
| 3M | -13.0% | -25.8% | +12.8% | -11.2% |
| 6M | -12.7% | -53.6% | +40.9% | -7.0% |
| YTD | -0.8% | -32.4% | +31.6% | +1.5% |
| 1Y | -8.9% | -13.0% | +4.1% | -8.3% |
| All | -8.9% | -9.0% | +0.1% | -8.3% |
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 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