+1.5%
JD vs ALC
+26.4%
-24.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -4.0% | -6.2% | +2.2% | -1.2% |
| 30D | +2.7% | +14.0% | -11.4% | -3.6% |
| 3M | -13.0% | -2.4% | -10.7% | -12.4% |
| 6M | -12.7% | +12.6% | -25.3% | -18.4% |
| YTD | -0.8% | -8.4% | +7.6% | +1.4% |
| 1Y | -8.9% | -9.1% | +0.2% | -6.6% |
| 3Y | +17.0% | -0.3% | +17.3% | +10.7% |
| 5Y | -63.5% | -9.9% | -53.6% | -64.2% |
| All | +1.5% | +26.4% | -24.8% | -13.0% |
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