-2.6%
AGG vs JD
-61.2%
+58.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.1% | -4.2% | +3.2% | -1.0% |
| 30D | -1.1% | -14.4% | +13.2% | -1.0% |
| 3M | -1.9% | -3.6% | +1.6% | -1.9% |
| 6M | -1.7% | -0.3% | -1.4% | -1.7% |
| YTD | -1.3% | -2.4% | +1.1% | -1.3% |
| 1Y | -0.7% | -18.5% | +17.8% | -0.6% |
| 3Y | +12.5% | -7.0% | +19.5% | +12.1% |
| All | -2.6% | -61.2% | +58.6% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling