-64.0%
AAL vs JD
+48.3%
-112.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.6% | +0.8% |
| 7D | -3.7% | -1.7% | -2.1% | -3.4% |
| 30D | -20.8% | -13.2% | -7.7% | -18.5% |
| 3M | -1.3% | -3.2% | +1.9% | -1.0% |
| 6M | +5.4% | +15.2% | -9.8% | +1.4% |
| YTD | -14.4% | +2.0% | -16.3% | -15.4% |
| 1Y | +2.1% | -5.4% | +7.5% | +2.2% |
| 3Y | -10.6% | -9.1% | -1.5% | -13.3% |
| 5Y | -32.2% | -59.6% | +27.4% | -26.5% |
| 10Y | -62.7% | +26.2% | -88.9% | -72.1% |
| All | -64.0% | +48.3% | -112.3% | -72.7% |
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