-62.4%
JD vs AR
+99.4%
-161.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -4.1% | +7.4% | -11.5% | -5.1% |
| 30D | +4.6% | +5.8% | -1.2% | +3.5% |
| 3M | -4.7% | +5.2% | -10.0% | -5.8% |
| 6M | -17.4% | +5.4% | -22.8% | -18.5% |
| YTD | +0.7% | +12.4% | -11.7% | -2.3% |
| 1Y | -5.9% | +12.8% | -18.7% | -9.0% |
| 3Y | +18.9% | +47.2% | -28.3% | +7.4% |
| All | -62.4% | +99.4% | -161.7% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling