+59.0%
JD vs ALM
+370.9%
-312.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | -11.3% | -39.5% | +28.2% | -10.7% |
| 6M | -5.1% | -62.0% | +56.8% | -4.1% |
| YTD | +5.0% | -7.8% | +12.9% | +4.8% |
| 1Y | -5.6% | +26.7% | -32.3% | -6.2% |
| 3Y | +17.8% | +825.4% | -807.6% | +14.1% |
| 5Y | -57.2% | +401.2% | -458.4% | -58.4% |
| 10Y | +34.8% | +2,074.0% | -2,039.2% | +28.2% |
| All | +59.0% | +370.9% | -312.0% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling