+28.9%
JD vs ARMK
+131.1%
-102.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -3.4% |
| 7D | +7.9% | +0.9% | +7.0% | +7.5% |
| 30D | +4.8% | -0.4% | +5.1% | +4.6% |
| 3M | -13.9% | -2.0% | -12.0% | -14.0% |
| 6M | -5.8% | +22.0% | -27.8% | -10.5% |
| YTD | +2.4% | +49.6% | -47.2% | -7.2% |
| 1Y | -7.5% | +46.4% | -53.9% | -15.9% |
| 3Y | +20.9% | +103.2% | -82.3% | +0.9% |
| 5Y | -58.0% | +108.1% | -166.2% | -65.4% |
| 10Y | +28.9% | +129.4% | -100.5% | +18.7% |
| All | +28.9% | +131.1% | -102.2% | +18.7% |
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