-57.1%
JD vs ALLE
+49.9%
-107.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.0% |
| 7D | +13.4% | -0.6% | +13.9% | +13.5% |
| 30D | +7.7% | +25.3% | -17.6% | -1.4% |
| 3M | -11.3% | +10.3% | -21.6% | -14.9% |
| 6M | -5.1% | +38.0% | -43.2% | -17.4% |
| YTD | +5.0% | +17.8% | -12.7% | -3.0% |
| 1Y | -5.6% | +13.6% | -19.2% | -11.5% |
| 3Y | +17.8% | +89.2% | -71.4% | -16.6% |
| All | -57.1% | +49.9% | -107.0% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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