+1,237.1%
AAPL vs JD
+14.7%
+1,222.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.3% |
| 7D | -3.0% | -3.0% | 0.0% | -2.3% |
| 30D | +2.3% | -19.3% | +21.6% | +7.0% |
| 3M | +8.6% | -6.0% | +14.6% | +9.8% |
| 6M | +21.6% | +1.8% | +19.8% | +20.3% |
| YTD | +16.3% | -2.6% | +18.9% | +16.0% |
| 1Y | +35.1% | -17.4% | +52.5% | +39.3% |
| 3Y | +79.4% | -8.6% | +88.0% | +71.7% |
| 5Y | +109.8% | -61.6% | +171.4% | +132.0% |
| 10Y | +1,237.1% | +16.9% | +1,220.2% | +872.7% |
| All | +1,237.1% | +14.7% | +1,222.3% | +872.7% |
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 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