+32.2%
JD vs AR
+47.5%
-15.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.7% |
| 7D | +13.4% | -14.3% | +27.6% | +14.9% |
| 30D | +7.7% | +1.4% | +6.3% | +7.4% |
| 3M | -11.3% | +3.4% | -14.7% | -11.8% |
| 6M | -5.1% | -2.1% | -3.1% | -5.3% |
| YTD | +5.0% | +4.7% | +0.3% | +3.8% |
| 1Y | -5.6% | +10.6% | -16.2% | -7.4% |
| 3Y | +17.8% | +24.6% | -6.8% | +13.0% |
| 5Y | -57.2% | +71.9% | -129.1% | -60.5% |
| All | +32.2% | +47.5% | -15.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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