+527.5%
APP vs JD
-59.2%
+586.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.4% |
| 7D | +4.6% | -4.1% | +8.7% | +6.0% |
| 30D | +56.0% | +4.6% | +51.4% | +54.4% |
| 3M | +30.8% | -4.7% | +35.6% | +33.4% |
| 6M | -9.8% | -17.4% | +7.6% | -4.4% |
| YTD | -39.3% | +0.7% | -40.0% | -39.9% |
| 1Y | -26.4% | -5.9% | -20.6% | -25.7% |
| 3Y | +887.9% | +18.9% | +869.1% | +741.0% |
| 5Y | +264.1% | -62.9% | +327.0% | +351.6% |
| All | +527.5% | -59.2% | +586.7% | +617.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling