+28.9%
JD vs ALM
+2,221.4%
-2,192.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.1% | -10.6% | -2.6% |
| 7D | +7.9% | +0.7% | +7.2% | +7.9% |
| 30D | +4.8% | -26.1% | +30.8% | +5.3% |
| 3M | -13.9% | -38.1% | +24.2% | -13.3% |
| 6M | -5.8% | -55.4% | +49.6% | -4.8% |
| YTD | +2.4% | -0.4% | +2.8% | +2.0% |
| 1Y | -7.5% | +25.4% | -32.9% | -8.2% |
| 3Y | +20.9% | +907.8% | -886.9% | +16.2% |
| 5Y | -58.0% | +440.2% | -498.2% | -59.6% |
| 10Y | +28.9% | +2,031.1% | -2,002.3% | +18.6% |
| All | +28.9% | +2,221.4% | -2,192.5% | +18.6% |
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