+54.3%
JD vs ALLE
+253.9%
-199.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -13.2% | -6.8% | -6.4% | -10.7% |
| 3M | -3.2% | +21.0% | -24.2% | -11.2% |
| 6M | +15.2% | +1.1% | +14.1% | +13.5% |
| YTD | +2.0% | -0.5% | +2.5% | +0.6% |
| 1Y | -5.4% | -7.3% | +1.9% | -4.0% |
| 3Y | -9.1% | +42.3% | -51.4% | -24.9% |
| 5Y | -59.6% | +13.5% | -73.1% | -64.0% |
| 10Y | +26.2% | +144.0% | -117.8% | -28.1% |
| All | +54.3% | +253.9% | -199.6% | -27.7% |
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 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