+528.8%
APP vs JD
-58.6%
+587.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.3% | +5.6% |
| 7D | +79.2% | +7.9% | +71.2% | +75.4% |
| 30D | +48.0% | +4.8% | +43.2% | +46.3% |
| 3M | +18.2% | -13.9% | +32.1% | +24.2% |
| 6M | -12.5% | -5.8% | -6.7% | -11.4% |
| YTD | -39.2% | +2.4% | -41.6% | -40.1% |
| 1Y | -33.9% | -7.5% | -26.3% | -32.8% |
| 3Y | +933.3% | +20.9% | +912.4% | +774.8% |
| 5Y | +295.9% | -58.0% | +353.9% | +372.8% |
| All | +528.8% | -58.6% | +587.4% | +614.8% |
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