+54.3%
JD vs AR
-36.6%
+90.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -1.7% | +2.5% | -4.2% | -1.9% |
| 30D | -13.2% | +14.8% | -28.0% | -14.3% |
| 3M | -3.2% | +6.2% | -9.4% | -3.9% |
| 6M | +15.2% | +4.3% | +10.9% | +14.4% |
| YTD | +2.0% | +14.4% | -12.4% | +0.2% |
| 1Y | -5.4% | +21.3% | -26.7% | -7.8% |
| 3Y | -9.1% | +39.8% | -48.9% | -13.6% |
| 5Y | -59.6% | +142.1% | -201.7% | -63.7% |
| 10Y | +26.2% | +52.0% | -25.8% | +20.4% |
| All | +54.3% | -36.6% | +90.9% | +57.8% |
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