-5.6%
JD vs AS
+0.9%
-6.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | +13.4% | +6.9% | +6.4% | +12.0% |
| 30D | +7.7% | +16.0% | -8.3% | +5.0% |
| 3M | -11.3% | -12.8% | +1.6% | -9.8% |
| 6M | -5.1% | -15.4% | +10.2% | -3.1% |
| YTD | +5.0% | -15.7% | +20.8% | +5.8% |
| 1Y | -5.6% | +6.1% | -11.7% | -5.3% |
| All | -5.6% | +0.9% | -6.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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