+520.8%
APP vs JD
-59.3%
+580.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +4.0% | +2.9% |
| 7D | +48.9% | +0.4% | +48.5% | +49.1% |
| 30D | +49.4% | +4.2% | +45.2% | +48.0% |
| 3M | +27.0% | -12.8% | +39.8% | +32.9% |
| 6M | -15.4% | -8.8% | -6.6% | -13.5% |
| YTD | -39.9% | +0.5% | -40.4% | -40.5% |
| 1Y | -32.0% | -8.8% | -23.2% | -30.5% |
| 3Y | +824.3% | +18.6% | +805.8% | +687.4% |
| 5Y | +252.4% | -62.2% | +314.7% | +334.3% |
| All | +520.8% | -59.3% | +580.1% | +610.0% |
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