-54.8%
JD vs AUR
-36.6%
-18.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 6M | +15.2% | +41.2% | -26.0% | +7.5% |
| YTD | +2.0% | +65.1% | -63.1% | -7.6% |
| 1Y | -5.4% | +13.4% | -18.8% | -9.7% |
| 3Y | -9.1% | +98.1% | -107.2% | -31.7% |
| 5Y | -59.6% | -36.0% | -23.6% | -67.8% |
| All | -54.8% | -36.6% | -18.2% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling