+1,367.3%
AAPL vs JD
+31.5%
+1,335.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +4.1% | -4.1% | +8.3% | +5.0% |
| 30D | +4.0% | +4.6% | -0.7% | +2.8% |
| 3M | +16.8% | -4.7% | +21.5% | +17.8% |
| 6M | +19.4% | -17.4% | +36.8% | +23.8% |
| YTD | +31.5% | +0.7% | +30.8% | +30.1% |
| 1Y | +31.0% | -5.9% | +36.9% | +31.4% |
| 3Y | +95.3% | +18.9% | +76.4% | +75.5% |
| 5Y | +143.4% | -62.9% | +206.3% | +174.7% |
| All | +1,367.3% | +31.5% | +1,335.9% | +966.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling