+137.9%
APO vs JD
-60.2%
+198.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -1.0% | -1.7% | +0.7% | -0.7% |
| 30D | +3.5% | -13.2% | +16.6% | +6.1% |
| 3M | +4.5% | -3.2% | +7.7% | +4.9% |
| 6M | +22.8% | +15.2% | +7.6% | +18.7% |
| YTD | -6.5% | +2.0% | -8.5% | -7.4% |
| 1Y | +0.8% | -5.4% | +6.2% | +0.9% |
| 3Y | +62.0% | -9.1% | +71.1% | +57.8% |
| All | +137.9% | -60.2% | +198.1% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling