+56.4%
JD vs AR
-41.5%
+97.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +3.5% |
| 7D | +11.7% | -11.7% | +23.4% | +13.0% |
| 30D | +8.1% | +1.8% | +6.2% | +7.7% |
| 3M | -12.0% | +6.0% | -18.0% | -12.7% |
| 6M | -3.5% | -7.0% | +3.5% | -3.2% |
| YTD | +3.3% | +5.6% | -2.2% | +2.1% |
| 1Y | -7.4% | +10.8% | -18.2% | -9.1% |
| 3Y | +16.6% | +19.3% | -2.7% | +12.4% |
| 5Y | -57.9% | +73.3% | -131.2% | -61.2% |
| 10Y | +32.6% | +47.6% | -15.0% | +26.7% |
| All | +56.4% | -41.5% | +97.9% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling