+21.5%
JD vs ALM
+2,950.3%
-2,928.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | -1.7% | -2.6% | +0.9% | -1.6% |
| 30D | -13.2% | +32.0% | -45.2% | -13.6% |
| 3M | -3.2% | -15.0% | +11.9% | -3.1% |
| 6M | +15.2% | -10.1% | +25.4% | +15.0% |
| YTD | +2.0% | +99.4% | -97.5% | +0.5% |
| 1Y | -5.4% | +316.4% | -321.7% | -7.8% |
| 3Y | -9.1% | +2,022.0% | -2,031.1% | -13.8% |
| 5Y | -59.6% | +941.2% | -1,000.8% | -61.5% |
| All | +21.5% | +2,950.3% | -2,928.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling