-17.4%
JD vs ARMK
+48.9%
-66.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | -19.3% | +2.4% | -21.7% | -19.8% |
| 3M | -6.0% | +6.1% | -12.1% | -7.5% |
| 6M | +1.8% | +41.8% | -40.0% | -6.9% |
| YTD | -2.6% | +55.5% | -58.1% | -11.3% |
| 1Y | -17.4% | +49.6% | -67.0% | -23.4% |
| All | -17.4% | +48.9% | -66.3% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling