-57.1%
JD vs ALC
-11.2%
-45.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.6% |
| 7D | +13.4% | +4.9% | +8.5% | +10.8% |
| 30D | +7.7% | +19.0% | -11.3% | -0.8% |
| 3M | -11.3% | +7.8% | -19.0% | -14.7% |
| 6M | -5.1% | +14.6% | -19.7% | -11.9% |
| YTD | +5.0% | -4.4% | +9.5% | +5.5% |
| 1Y | -5.6% | +1.4% | -7.0% | -8.5% |
| 3Y | +17.8% | +2.5% | +15.3% | +8.5% |
| All | -57.1% | -11.2% | -45.9% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling