+5.1%
APH vs JD
-4.0%
+9.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -8.6% |
| 7D | -12.7% | +11.7% | -24.5% | -11.1% |
| 30D | -19.2% | +8.1% | -27.2% | -18.0% |
| 3M | -16.7% | -12.0% | -4.7% | -18.3% |
| 6M | +5.1% | -3.5% | +8.6% | +5.8% |
| All | +5.1% | -4.0% | +9.2% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling