+803.3%
APP vs JD
+14.9%
+788.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +3.3% | +27.8% | +30.3% |
| 7D | +39.7% | +11.7% | +28.0% | +36.8% |
| 30D | +27.7% | +8.1% | +19.7% | +25.9% |
| 3M | -14.8% | -12.0% | -2.8% | -12.7% |
| 6M | -25.5% | -3.5% | -22.0% | -25.5% |
| YTD | -47.2% | +3.3% | -50.5% | -47.9% |
| 1Y | -42.3% | -7.4% | -34.9% | -41.9% |
| All | +803.3% | +14.9% | +788.5% | +738.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling