+944.2%
APH vs JD
+31.1%
+913.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +0.4% | +0.4% | -0.1% | +0.2% |
| 30D | -8.0% | +4.2% | -12.2% | -8.8% |
| 3M | -5.0% | -12.8% | +7.7% | -3.0% |
| 6M | +29.9% | -8.8% | +38.7% | +31.1% |
| YTD | +18.0% | +0.5% | +17.5% | +16.9% |
| 1Y | +11.3% | -8.8% | +20.1% | +12.2% |
| 3Y | +274.9% | +18.6% | +256.4% | +246.1% |
| 5Y | +300.6% | -62.2% | +362.8% | +335.6% |
| 10Y | +944.2% | +32.2% | +912.0% | +705.7% |
| All | +944.2% | +31.1% | +913.1% | +705.7% |
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