+60.7%
APO vs JD
-4.6%
+65.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -1.0% | -1.7% | +0.7% | -0.8% |
| 30D | +3.5% | -13.2% | +16.6% | +5.5% |
| 3M | +4.5% | -3.2% | +7.7% | +4.7% |
| 6M | +22.8% | +15.2% | +7.6% | +19.4% |
| YTD | -6.5% | +2.0% | -8.5% | -7.3% |
| 1Y | +0.8% | -5.4% | +6.2% | +0.8% |
| All | +60.7% | -4.6% | +65.3% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling