-1.6%
AGG vs JD
-62.7%
+61.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.6% |
| 7D | -1.4% | -4.0% | +2.6% | -1.4% |
| 30D | +0.9% | +2.7% | -1.8% | +0.9% |
| 3M | -1.2% | -13.0% | +11.8% | -1.1% |
| 6M | -1.4% | -12.7% | +11.3% | -1.3% |
| YTD | -1.4% | -0.8% | -0.6% | -1.4% |
| 1Y | -1.3% | -8.9% | +7.6% | -1.2% |
| 3Y | +13.8% | +17.0% | -3.3% | +13.1% |
| 5Y | -1.6% | -63.5% | +61.9% | -1.9% |
| All | -1.6% | -62.7% | +61.1% | -1.9% |
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 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