-37.0%
APP vs JD
-7.3%
-29.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.2% | +9.2% |
| 7D | +71.2% | +13.4% | +57.9% | +65.1% |
| 30D | +39.1% | +7.7% | +31.4% | +35.8% |
| 3M | +16.5% | -11.3% | +27.8% | +17.4% |
| 6M | -16.6% | -5.1% | -11.4% | -18.8% |
| YTD | -41.9% | +5.0% | -47.0% | -44.5% |
| 1Y | -37.0% | -5.6% | -31.4% | -37.8% |
| All | -37.0% | -7.3% | -29.7% | -37.8% |
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 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