+1,248.6%
APH vs JD
+50.3%
+1,198.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -9.9% |
| 7D | -12.7% | +11.7% | -24.5% | -14.4% |
| 30D | -19.2% | +8.1% | -27.2% | -20.3% |
| 3M | -16.7% | -12.0% | -4.7% | -15.1% |
| 6M | +5.1% | -3.5% | +8.6% | +5.1% |
| YTD | +6.6% | +3.3% | +3.2% | +5.2% |
| 1Y | +3.9% | -7.4% | +11.3% | +4.4% |
| 3Y | +246.0% | +16.6% | +229.4% | +221.5% |
| 5Y | +268.0% | -57.9% | +325.8% | +287.9% |
| 10Y | +868.2% | +32.6% | +835.6% | +659.6% |
| All | +1,248.6% | +50.3% | +1,198.3% | +947.0% |
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 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