-18.7%
JD vs AUR
+15.9%
-34.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.5% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | -15.4% | -8.9% | -6.4% | -14.4% |
| 3M | -5.0% | +4.6% | -9.7% | -6.8% |
| 6M | +0.9% | +44.9% | -43.9% | -6.5% |
| YTD | -2.5% | +64.8% | -67.3% | -11.3% |
| All | -18.7% | +15.9% | -34.6% | -22.0% |
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