+34.4%
JD vs ARMK
+131.4%
-97.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -4.1% | +2.7% | -6.8% | -4.7% |
| 30D | +4.6% | -1.5% | +6.1% | +4.7% |
| 3M | -4.7% | -11.6% | +6.8% | -2.5% |
| 6M | -17.4% | +6.7% | -24.1% | -19.1% |
| YTD | +0.7% | +47.4% | -46.7% | -8.4% |
| 1Y | -5.9% | +41.5% | -47.4% | -13.7% |
| 3Y | +18.9% | +95.5% | -76.7% | +0.1% |
| 5Y | -62.9% | +108.4% | -171.3% | -69.4% |
| All | +34.4% | +131.4% | -97.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling