+17.8%
JD vs ALM
+825.4%
-807.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.6% |
| 7D | +13.4% | -6.7% | +20.0% | +13.5% |
| 30D | +7.7% | -32.9% | +40.6% | +8.7% |
| 3M | -11.3% | -39.5% | +28.2% | -10.4% |
| 6M | -5.1% | -62.0% | +56.8% | -3.2% |
| YTD | +5.0% | -7.8% | +12.9% | +4.9% |
| 1Y | -5.6% | +26.7% | -32.3% | -6.3% |
| 3Y | +17.8% | +825.4% | -807.6% | +23.5% |
| All | +17.8% | +825.4% | -807.6% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling