-9.5%
JD vs AR
+40.7%
-50.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -1.7% | +2.5% | -4.2% | -2.1% |
| 30D | -13.2% | +14.8% | -28.0% | -15.0% |
| 3M | -3.2% | +6.2% | -9.4% | -4.3% |
| 6M | +15.2% | +4.3% | +10.9% | +13.9% |
| YTD | +2.0% | +14.4% | -12.4% | -1.2% |
| 1Y | -5.4% | +21.3% | -26.7% | -9.8% |
| All | -9.5% | +40.7% | -50.3% | -23.2% |
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 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