+56.4%
JD vs ALLE
+323.0%
-266.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +4.4% |
| 7D | +11.7% | 0.0% | +11.7% | +11.7% |
| 30D | +8.1% | +20.6% | -12.5% | -0.2% |
| 3M | -12.0% | +11.4% | -23.4% | -16.2% |
| 6M | -3.5% | +42.5% | -46.1% | -17.6% |
| YTD | +3.3% | +18.9% | -15.5% | -5.5% |
| 1Y | -7.4% | +14.2% | -21.6% | -14.0% |
| 3Y | +16.6% | +90.7% | -74.1% | -15.2% |
| 5Y | -57.9% | +52.5% | -110.3% | -66.8% |
| 10Y | +32.6% | +231.2% | -198.6% | -34.9% |
| All | +56.4% | +323.0% | -266.6% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling