-5.4%
JD vs AUR
+11.8%
-17.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.7% | +8.7% | -10.4% | -3.0% |
| 30D | -13.2% | -5.2% | -7.9% | -12.7% |
| 3M | -3.2% | -7.3% | +4.1% | -2.8% |
| 6M | +15.2% | +41.2% | -26.0% | +6.8% |
| YTD | +2.0% | +65.1% | -63.1% | -7.7% |
| 1Y | -5.4% | +13.4% | -18.8% | -8.1% |
| All | -5.4% | +11.8% | -17.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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