+17.8%
JD vs ALB
-16.8%
+34.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +13.4% | +9.1% | +4.3% | +11.0% |
| 30D | +7.7% | -3.4% | +11.1% | +8.5% |
| 3M | -11.3% | -20.6% | +9.3% | -6.8% |
| 6M | -5.1% | -48.2% | +43.0% | +10.4% |
| YTD | +5.0% | -29.2% | +34.3% | +9.5% |
| 1Y | -5.6% | +10.0% | -15.6% | -14.7% |
| 3Y | +17.8% | -12.9% | +30.7% | +6.7% |
| All | +17.8% | -16.8% | +34.6% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling