+30.5%
JD vs ARMK
+123.7%
-93.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.8% | +0.7% |
| 7D | +13.4% | -2.6% | +16.0% | +13.9% |
| 30D | +7.7% | -5.2% | +12.9% | +8.7% |
| 3M | -11.3% | -6.5% | -4.8% | -10.4% |
| 6M | -5.1% | +15.3% | -20.4% | -8.8% |
| YTD | +5.0% | +43.6% | -38.6% | -3.9% |
| 1Y | -5.6% | +42.1% | -47.7% | -13.6% |
| 3Y | +17.8% | +94.0% | -76.2% | -0.6% |
| 5Y | -57.2% | +96.3% | -153.4% | -64.2% |
| All | +30.5% | +123.7% | -93.2% | +22.3% |
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