+653.5%
APP vs JD
-8.1%
+661.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +1.9% |
| 7D | +0.9% | -1.7% | +2.6% | +1.2% |
| 30D | -23.3% | -13.2% | -10.1% | -21.2% |
| 3M | -42.6% | -3.2% | -39.5% | -42.4% |
| 6M | -33.6% | +15.2% | -48.8% | -36.2% |
| YTD | -52.4% | +2.0% | -54.4% | -53.0% |
| 1Y | -35.9% | -5.4% | -30.5% | -35.9% |
| All | +653.5% | -8.1% | +661.6% | +617.3% |
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