+32.5%
JD vs ARMK
+125.8%
-93.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +5.2% | -0.7% | +5.9% | +5.2% |
| 30D | +4.5% | -1.3% | +5.8% | +4.6% |
| 3M | -15.4% | -2.5% | -12.9% | -15.4% |
| 6M | -6.0% | +20.8% | -26.8% | -10.6% |
| YTD | +2.2% | +48.2% | -46.0% | -7.2% |
| 1Y | -6.7% | +45.7% | -52.4% | -15.0% |
| 3Y | +20.5% | +96.6% | -76.0% | +1.4% |
| 5Y | -58.4% | +106.6% | -165.0% | -65.6% |
| 10Y | +32.5% | +132.6% | -100.1% | +25.4% |
| All | +32.5% | +125.8% | -93.3% | +25.4% |
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