-5.9%
JD vs ALC
-6.0%
+0.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.1% |
| 7D | -4.1% | -1.1% | -3.0% | -4.0% |
| 30D | +4.6% | +16.0% | -11.4% | +2.5% |
| 3M | -4.7% | +0.8% | -5.6% | -5.2% |
| 6M | -17.4% | +16.8% | -34.2% | -19.2% |
| YTD | +0.7% | -5.5% | +6.2% | +1.3% |
| 1Y | -5.9% | -5.3% | -0.6% | -5.4% |
| All | -5.9% | -6.0% | +0.1% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling