-57.1%
JD vs AR
+71.8%
-128.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.8% |
| 7D | +13.4% | -14.3% | +27.6% | +15.8% |
| 30D | +7.7% | +1.4% | +6.3% | +7.2% |
| 3M | -11.3% | +3.4% | -14.7% | -12.1% |
| 6M | -5.1% | -2.1% | -3.1% | -5.5% |
| YTD | +5.0% | +4.7% | +0.3% | +2.9% |
| 1Y | -5.6% | +10.6% | -16.2% | -8.6% |
| 3Y | +17.8% | +24.6% | -6.8% | +9.0% |
| All | -57.1% | +71.8% | -128.9% | -60.3% |
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