-32.7%
APP vs JD
-10.8%
-21.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | +10.6% | -4.0% | +14.6% | +12.4% |
| 30D | +44.6% | +2.7% | +41.9% | +44.1% |
| 3M | +29.6% | -13.0% | +42.6% | +32.8% |
| 6M | -19.8% | -12.7% | -7.1% | -19.0% |
| YTD | -41.6% | -0.8% | -40.8% | -42.9% |
| 1Y | -32.7% | -8.9% | -23.8% | -31.1% |
| All | -32.7% | -10.8% | -21.9% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling