+17.1%
JD vs ALM
+836.8%
-819.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.1% |
| 7D | -4.0% | -4.0% | 0.0% | -3.9% |
| 30D | +2.7% | -30.5% | +33.2% | +3.5% |
| 3M | -13.0% | -46.9% | +33.9% | -11.9% |
| 6M | -12.7% | -65.5% | +52.8% | -10.7% |
| YTD | -0.8% | -13.4% | +12.6% | -0.8% |
| 1Y | -8.9% | +9.8% | -18.7% | -9.3% |
| All | +17.1% | +836.8% | -819.7% | +25.4% |
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