-7.2%
JD vs ALM
+14.3%
-21.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | 0.0% |
| 7D | +5.2% | -6.3% | +11.5% | +5.4% |
| 30D | +4.5% | -31.4% | +35.9% | +6.1% |
| 3M | -15.4% | -40.6% | +25.2% | -13.9% |
| 6M | -6.0% | -58.6% | +52.6% | -2.8% |
| YTD | +2.2% | -7.6% | +9.8% | -1.8% |
| All | -7.2% | +14.3% | -21.6% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling