+15.9%
JD vs AR
+20.9%
-5.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +3.7% |
| 7D | +11.7% | -11.7% | +23.4% | +13.6% |
| 30D | +8.1% | +1.8% | +6.2% | +7.4% |
| 3M | -12.0% | +6.0% | -18.0% | -13.2% |
| 6M | -3.5% | -7.0% | +3.5% | -3.0% |
| YTD | +3.3% | +5.6% | -2.2% | +0.8% |
| 1Y | -7.4% | +10.8% | -18.2% | -10.9% |
| All | +15.9% | +20.9% | -5.1% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling