+32.3%
JD vs AR
+57.2%
-24.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -4.0% | +6.4% | -10.4% | -4.6% |
| 30D | +2.7% | +3.1% | -0.5% | +2.2% |
| 3M | -13.0% | +3.3% | -16.3% | -13.5% |
| 6M | -12.7% | +6.6% | -19.3% | -13.6% |
| YTD | -0.8% | +12.3% | -13.1% | -2.6% |
| 1Y | -8.9% | +12.3% | -21.2% | -10.7% |
| 3Y | +17.0% | +50.4% | -33.4% | +10.4% |
| 5Y | -63.5% | +101.0% | -164.5% | -66.8% |
| All | +32.3% | +57.2% | -24.9% | +45.2% |
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