+391.7%
APP vs JD
-58.7%
+450.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +1.6% |
| 7D | +0.9% | -1.7% | +2.6% | +1.4% |
| 30D | -23.3% | -13.2% | -10.1% | -20.0% |
| 3M | -42.6% | -3.2% | -39.5% | -42.3% |
| 6M | -33.6% | +15.2% | -48.8% | -37.5% |
| YTD | -52.4% | +2.0% | -54.4% | -53.3% |
| 1Y | -35.9% | -5.4% | -30.5% | -35.8% |
| 3Y | +642.2% | -9.1% | +651.3% | +595.8% |
| 5Y | +311.1% | -59.6% | +370.7% | +390.9% |
| All | +391.7% | -58.7% | +450.4% | +457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling