-63.9%
AAL vs JD
+52.8%
-116.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +4.6% | +13.4% | -8.8% | +1.8% |
| 30D | +2.6% | +7.7% | -5.1% | +0.9% |
| 3M | -17.8% | -11.3% | -6.5% | -15.8% |
| 6M | +1.9% | -5.1% | +7.0% | +2.3% |
| YTD | -14.0% | +5.0% | -19.1% | -15.6% |
| 1Y | +0.2% | -5.6% | +5.9% | +0.7% |
| 3Y | +13.0% | +17.8% | -4.7% | +3.6% |
| 5Y | -39.6% | -57.2% | +17.6% | -35.0% |
| 10Y | -65.7% | +34.8% | -100.5% | -74.6% |
| All | -63.9% | +52.8% | -116.6% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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