+751.7%
APO vs JD
+52.8%
+698.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.8% |
| 7D | +0.8% | +13.4% | -12.6% | -1.9% |
| 30D | +1.0% | +7.7% | -6.7% | -0.6% |
| 3M | -8.4% | -11.3% | +2.9% | -6.3% |
| 6M | -9.1% | -5.1% | -4.0% | -8.6% |
| YTD | -18.3% | +5.0% | -23.4% | -19.8% |
| 1Y | -8.0% | -5.6% | -2.3% | -7.6% |
| 3Y | +47.1% | +17.8% | +29.3% | +34.2% |
| 5Y | +67.2% | -57.2% | +124.3% | +79.7% |
| 10Y | +871.8% | +34.8% | +837.1% | +666.2% |
| All | +751.7% | +52.8% | +698.9% | +549.1% |
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