+18.9%
JD vs AUR
+130.1%
-111.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.9% |
| 7D | -4.1% | -4.5% | +0.4% | -3.7% |
| 30D | +4.6% | -16.6% | +21.2% | +6.3% |
| 3M | -4.7% | -38.5% | +33.7% | -0.3% |
| 6M | -17.4% | -49.9% | +32.5% | -11.9% |
| YTD | +0.7% | +9.6% | -8.9% | -2.0% |
| 1Y | -5.9% | +1.2% | -7.1% | -7.8% |
| 3Y | +18.9% | +128.8% | -109.9% | +6.2% |
| All | +18.9% | +130.1% | -111.2% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling