+634.7%
APH vs JD
+48.3%
+586.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.1% | -47.9% | -47.8% |
| 7D | -48.7% | -0.8% | -47.9% | -48.6% |
| 30D | -51.9% | -13.2% | -38.8% | -50.8% |
| 3M | -43.6% | -3.2% | -40.4% | -43.4% |
| 6M | -37.5% | +15.2% | -52.8% | -39.4% |
| YTD | -38.6% | +2.0% | -40.6% | -39.2% |
| 1Y | -26.3% | -5.4% | -21.0% | -26.2% |
| 3Y | +89.2% | -9.1% | +98.3% | +83.8% |
| 5Y | +119.8% | -59.6% | +179.4% | +133.3% |
| 10Y | +454.3% | +26.2% | +428.0% | +338.5% |
| All | +634.7% | +48.3% | +586.4% | +472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling