-9.5%
JD vs ALC
-13.3%
+3.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.5% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | -13.2% | -0.1% | -13.1% | -13.2% |
| 3M | -3.2% | +5.9% | -9.1% | -5.2% |
| 6M | +15.2% | -15.9% | +31.2% | +21.5% |
| YTD | +2.0% | -10.1% | +12.1% | +4.7% |
| 1Y | -5.4% | -10.2% | +4.8% | -3.0% |
| All | -9.5% | -13.3% | +3.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling