+4.8%
JD vs ALC
+32.2%
-27.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +7.9% | +2.1% | +5.9% | +6.8% |
| 30D | +4.8% | +17.2% | -12.4% | -2.9% |
| 3M | -13.9% | +4.6% | -18.6% | -16.1% |
| 6M | -5.8% | +20.1% | -25.9% | -14.5% |
| YTD | +2.4% | -4.2% | +6.6% | +2.5% |
| 1Y | -7.5% | +2.1% | -9.6% | -10.6% |
| 3Y | +20.9% | +4.5% | +16.4% | +11.9% |
| 5Y | -58.0% | -12.3% | -45.7% | -58.4% |
| All | +4.8% | +32.2% | -27.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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