-6.4%
JD vs ARMK
+46.1%
-52.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -2.8% |
| 7D | +7.9% | +0.9% | +7.0% | +7.8% |
| 30D | +4.8% | -0.4% | +5.1% | +4.8% |
| 3M | -13.9% | -2.0% | -12.0% | -13.9% |
| 6M | -5.8% | +22.0% | -27.8% | -12.2% |
| YTD | +2.4% | +49.6% | -47.2% | -7.4% |
| All | -6.4% | +46.1% | -52.5% | -15.4% |
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