+8.8%
APH vs JD
-7.3%
+16.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +4.0% |
| 7D | -5.9% | +13.4% | -19.3% | -7.3% |
| 30D | -14.8% | +7.7% | -22.5% | -15.5% |
| 3M | -12.4% | -11.3% | -1.1% | -10.7% |
| 6M | +8.1% | -5.1% | +13.2% | +8.6% |
| YTD | +10.9% | +5.0% | +5.9% | +6.8% |
| 1Y | +8.8% | -5.6% | +14.4% | +10.0% |
| All | +8.8% | -7.3% | +16.1% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling