+32.2%
JD vs AR
+58.9%
-26.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -1.8% |
| 7D | +0.4% | +2.1% | -1.7% | +0.2% |
| 30D | +4.2% | +4.5% | -0.3% | +3.6% |
| 3M | -12.8% | +1.0% | -13.8% | -13.0% |
| 6M | -8.8% | +4.4% | -13.2% | -9.5% |
| YTD | +0.5% | +10.9% | -10.4% | -1.2% |
| 1Y | -8.8% | +8.6% | -17.3% | -10.2% |
| 3Y | +18.6% | +48.5% | -29.9% | +12.0% |
| 5Y | -62.2% | +95.7% | -158.0% | -65.6% |
| 10Y | +32.2% | +55.5% | -23.2% | +44.2% |
| All | +32.2% | +58.9% | -26.7% | +44.2% |
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